+96.6%
AMCR vs TKO
+2,848.2%
-2,751.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -5.0% | +0.1% | -5.1% | -5.0% |
| 30D | -8.0% | -2.6% | -5.4% | -7.8% |
| 3M | +14.3% | -7.8% | +22.0% | +15.0% |
| 6M | +5.3% | -7.0% | +12.4% | +5.8% |
| YTD | +7.7% | -8.5% | +16.3% | +8.3% |
| 1Y | +10.8% | -1.3% | +12.2% | +10.7% |
| 3Y | +9.6% | +105.0% | -95.4% | +2.0% |
| 5Y | -10.2% | +292.9% | -303.1% | -21.3% |
| 10Y | +16.5% | +979.3% | -962.9% | +1.6% |
| All | +96.6% | +2,848.2% | -2,751.6% | +78.7% |
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