+131.0%
AMDL vs TKO
+144.4%
-13.4%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -2.2% | +8.2% | +7.3% |
| 7D | +29.0% | +0.7% | +28.3% | +28.4% |
| 30D | +19.1% | +0.9% | +18.2% | +17.8% |
| 3M | +1.8% | -6.2% | +7.9% | +2.8% |
| 6M | +374.4% | -5.6% | +380.0% | +372.2% |
| YTD | +278.9% | -7.8% | +286.8% | +277.6% |
| 1Y | +510.6% | -1.2% | +511.8% | +463.2% |
| All | +131.0% | +144.4% | -13.4% | +21.7% |
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 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