+5,710.7%
AMD vs TKO
+1,366.4%
+4,344.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.8% | +6.5% | +5.3% |
| 7D | +2.6% | +0.7% | +1.8% | +2.3% |
| 30D | -0.9% | +1.6% | -2.5% | -1.7% |
| 3M | -8.7% | -7.8% | -0.9% | -7.3% |
| 6M | +136.3% | -13.3% | +149.6% | +144.0% |
| YTD | +123.0% | -10.3% | +133.3% | +126.7% |
| 1Y | +195.2% | -0.6% | +195.8% | +189.2% |
| 3Y | +336.3% | +88.5% | +247.9% | +242.5% |
| 5Y | +334.5% | +284.7% | +49.7% | +166.8% |
| 10Y | +6,259.1% | +905.7% | +5,353.4% | +2,601.4% |
| All | +5,710.7% | +1,366.4% | +4,344.4% | +1,216.2% |
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