+95.0%
AMDL vs TKO
+137.9%
-42.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.8% | +11.0% | +10.2% |
| 7D | +4.5% | +0.7% | +3.8% | +3.9% |
| 30D | -4.4% | +1.6% | -6.0% | -6.0% |
| 3M | -30.5% | -7.8% | -22.7% | -29.4% |
| 6M | +300.9% | -13.3% | +314.2% | +325.5% |
| YTD | +219.9% | -10.3% | +230.2% | +223.6% |
| 1Y | +374.7% | -0.6% | +375.3% | +326.9% |
| All | +95.0% | +137.9% | -42.9% | +4.3% |
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