+55.6%
AME vs TKO
+102.0%
-46.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -8.6% | -2.6% | -6.0% | -8.3% |
| 3M | +5.8% | -7.8% | +13.6% | +6.9% |
| 6M | +3.8% | -7.0% | +10.8% | +4.5% |
| YTD | +14.4% | -8.5% | +23.0% | +15.4% |
| 1Y | +25.8% | -1.3% | +27.1% | +25.0% |
| All | +55.6% | +102.0% | -46.3% | +38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling