-97.5%
AMC vs TKO
+1,506.2%
-1,603.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -1.5% |
| 7D | +8.4% | +2.6% | +5.8% | +7.7% |
| 30D | +9.2% | +11.6% | -2.5% | +5.8% |
| 3M | +32.0% | -0.1% | +32.2% | +32.2% |
| 6M | +149.3% | +6.7% | +142.5% | +144.7% |
| YTD | +114.1% | -6.0% | +120.1% | +117.3% |
| 1Y | +35.8% | +8.5% | +27.3% | +31.7% |
| 3Y | -58.3% | +150.9% | -209.2% | -69.5% |
| 5Y | -99.2% | +274.0% | -373.2% | -99.5% |
| 10Y | -98.8% | +1,126.1% | -1,224.9% | -99.4% |
| All | -97.5% | +1,506.2% | -1,603.7% | -98.8% |
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