-64.3%
AMC vs TKO
+104.9%
-169.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.0% | -8.4% | -4.8% |
| 7D | -0.8% | +7.2% | -7.9% | -2.8% |
| 30D | -1.2% | +4.7% | -5.9% | -2.5% |
| 3M | +42.2% | -3.2% | +45.4% | +43.4% |
| 6M | +118.8% | -2.9% | +121.7% | +120.3% |
| YTD | +64.1% | -5.8% | +69.9% | +66.1% |
| 1Y | -9.5% | -1.1% | -8.5% | -9.7% |
| 3Y | -64.3% | +111.1% | -175.4% | -67.9% |
| All | -64.3% | +104.9% | -169.2% | -67.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling