-98.1%
AMC vs TKO
+1,433.1%
-1,531.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +4.9% |
| 7D | +2.3% | +0.7% | +1.6% | +2.0% |
| 30D | -0.7% | +1.6% | -2.4% | -1.4% |
| 3M | +35.2% | -7.8% | +43.0% | +38.3% |
| 6M | +124.6% | -13.3% | +137.9% | +134.2% |
| YTD | +69.9% | -10.3% | +80.2% | +74.6% |
| 1Y | -2.6% | -0.6% | -2.0% | -3.3% |
| 3Y | -79.8% | +88.5% | -168.3% | -83.9% |
| 5Y | -99.4% | +284.7% | -384.1% | -99.6% |
| 10Y | -98.9% | +905.7% | -1,004.6% | -99.4% |
| All | -98.1% | +1,433.1% | -1,531.2% | -99.0% |
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