+126.1%
AMDL vs TKO
+143.4%
-17.3%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.4% | +4.5% | +4.7% |
| 7D | +15.9% | +2.3% | +13.6% | +14.5% |
| 30D | +10.5% | -2.5% | +13.0% | +11.6% |
| 3M | -4.7% | -10.6% | +5.9% | -0.3% |
| 6M | +355.2% | -5.1% | +360.2% | +350.8% |
| YTD | +270.9% | -8.2% | +279.1% | +270.6% |
| 1Y | +499.5% | -4.4% | +503.9% | +472.6% |
| All | +126.1% | +143.4% | -17.3% | +19.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling