+433.0%
AME vs TKO
+989.7%
-556.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.4% | +2.9% | +3.2% |
| 7D | +1.7% | +2.3% | -0.6% | +1.3% |
| 30D | -6.4% | -2.5% | -4.0% | -6.1% |
| 3M | +7.1% | -10.6% | +17.7% | +9.1% |
| 6M | +8.2% | -5.1% | +13.2% | +8.6% |
| YTD | +18.2% | -8.2% | +26.4% | +19.3% |
| 1Y | +26.7% | -4.4% | +31.2% | +26.7% |
| 3Y | +60.7% | +100.4% | -39.7% | +35.5% |
| 5Y | +91.6% | +294.3% | -202.7% | +36.2% |
| All | +433.0% | +989.7% | -556.6% | +207.7% |
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 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