+343.3%
AHR vs TKO
+124.7%
+218.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -0.9% |
| 7D | -2.1% | +2.3% | -4.4% | -2.3% |
| 30D | +1.9% | -2.5% | +4.4% | +2.1% |
| 3M | +15.7% | -10.6% | +26.3% | +17.0% |
| 6M | +2.5% | -5.1% | +7.6% | +2.9% |
| YTD | +15.0% | -8.2% | +23.2% | +15.8% |
| 1Y | +28.1% | -4.4% | +32.5% | +28.2% |
| All | +343.3% | +124.7% | +218.7% | +313.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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