-98.7%
AMC vs TKO
+1,194.7%
-1,293.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -2.8% | +3.1% | -6.0% | -3.9% |
| 30D | +14.0% | +15.0% | -1.0% | +7.8% |
| 3M | +42.5% | +2.9% | +39.6% | +40.9% |
| 6M | +142.6% | +9.0% | +133.6% | +134.1% |
| YTD | +119.2% | -3.4% | +122.6% | +120.6% |
| 1Y | +40.7% | +12.8% | +27.9% | +32.3% |
| 3Y | -57.3% | +158.0% | -215.3% | -73.2% |
| 5Y | -99.1% | +285.4% | -384.5% | -99.6% |
| 10Y | -98.7% | +1,160.4% | -1,259.1% | -99.6% |
| All | -98.7% | +1,194.7% | -1,293.4% | -99.6% |
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