-97.5%
AMC vs TKO
+1,548.7%
-1,646.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | +5.5% | +6.4% | -0.9% | +3.7% |
| 30D | +16.1% | +11.9% | +4.2% | +12.4% |
| 3M | +43.0% | +5.6% | +37.4% | +40.7% |
| 6M | +130.7% | +7.5% | +123.2% | +125.9% |
| YTD | +121.8% | -3.5% | +125.3% | +123.2% |
| 1Y | +40.7% | +13.0% | +27.7% | +34.7% |
| 3Y | -56.8% | +157.6% | -214.4% | -68.6% |
| 5Y | -99.1% | +288.2% | -387.3% | -99.4% |
| 10Y | -98.7% | +1,196.6% | -1,295.2% | -99.3% |
| All | -97.5% | +1,548.7% | -1,646.2% | -98.7% |
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 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