-47.4%
NKE vs AMRZ
-14.5%
-32.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.8% |
| 7D | -2.0% | -1.9% | -0.1% | -1.4% |
| 30D | -8.6% | -16.9% | +8.4% | -3.4% |
| 3M | -11.0% | -19.2% | +8.2% | -5.7% |
| 6M | -33.2% | -29.3% | -3.9% | -26.5% |
| YTD | -38.1% | -18.0% | -20.2% | -35.4% |
| 1Y | -47.4% | -15.1% | -32.3% | -46.4% |
| All | -47.4% | -14.5% | -32.9% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AMRZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling