+376.3%
AMD vs TKO
+312.5%
+63.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +5.0% | +0.9% | +4.3% |
| 7D | +10.0% | +7.2% | +2.9% | +7.6% |
| 30D | +4.6% | +4.7% | -0.1% | +2.9% |
| 3M | +3.1% | -3.2% | +6.4% | +3.2% |
| 6M | +162.8% | -2.9% | +165.7% | +161.6% |
| YTD | +136.2% | -5.8% | +142.0% | +136.3% |
| 1Y | +234.0% | -1.1% | +235.1% | +226.7% |
| 3Y | +376.7% | +111.1% | +265.6% | +252.4% |
| 5Y | +376.3% | +315.6% | +60.8% | +114.1% |
| All | +376.3% | +312.5% | +63.8% | +114.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling