-99.0%
AMC vs TKO
+958.6%
-1,057.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.2% | -1.7% | -3.0% |
| 7D | -6.8% | +0.7% | -7.5% | -7.2% |
| 30D | +1.7% | +0.9% | +0.8% | +1.1% |
| 3M | +26.8% | -6.2% | +33.0% | +29.6% |
| 6M | +117.7% | -5.6% | +123.3% | +122.2% |
| YTD | +57.7% | -7.8% | +65.5% | +61.4% |
| 1Y | -12.5% | -1.2% | -11.2% | -13.5% |
| 3Y | -65.7% | +106.5% | -172.3% | -76.3% |
| 5Y | -99.5% | +310.4% | -409.9% | -99.8% |
| 10Y | -99.0% | +987.5% | -1,086.5% | -99.7% |
| All | -99.0% | +958.6% | -1,057.6% | -99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling