-36.2%
NKE vs AMRZ
-19.2%
-17.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.4% | -1.3% |
| 7D | -2.3% | -4.7% | +2.3% | -0.9% |
| 30D | -10.4% | -11.3% | +0.9% | -7.1% |
| 3M | -15.5% | -22.1% | +6.6% | -9.4% |
| 6M | -32.6% | -29.6% | -3.0% | -25.8% |
| YTD | -39.8% | -23.3% | -16.5% | -35.7% |
| 1Y | -47.6% | -23.7% | -23.9% | -44.3% |
| All | -36.2% | -19.2% | -17.0% | -32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling