-31.7%
NKE vs AMRZ
-11.5%
-20.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.2% | 0.0% | +3.4% |
| 7D | +9.0% | +10.3% | -1.3% | +5.3% |
| 30D | +19.2% | +18.7% | +0.5% | +12.3% |
| 3M | -1.5% | -14.6% | +13.2% | +3.2% |
| 6M | -4.2% | -12.9% | +8.7% | -1.6% |
| YTD | -34.8% | -17.4% | -17.4% | -32.8% |
| 1Y | -31.7% | -12.3% | -19.4% | -32.2% |
| All | -31.7% | -11.5% | -20.2% | -32.2% |
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