+40.2%
AMC vs TKO
+5.6%
+34.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.4% | +4.0% | +6.0% |
| 7D | +17.7% | +11.3% | +6.5% | +13.1% |
| 30D | +26.2% | +9.3% | +16.9% | +21.9% |
| 3M | +31.3% | +5.3% | +26.1% | +28.4% |
| 6M | +142.8% | +4.9% | +137.9% | +144.3% |
| YTD | +125.6% | -6.3% | +131.9% | +130.2% |
| 1Y | +40.2% | +4.9% | +35.3% | +41.1% |
| All | +40.2% | +5.6% | +34.6% | +41.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling