+91.1%
AME vs TKO
+291.2%
-200.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.2% |
| 3M | +7.1% | -10.6% | +17.7% | +8.8% |
| 6M | +8.2% | -5.1% | +13.2% | +8.5% |
| YTD | +18.2% | -8.2% | +26.4% | +19.1% |
| 1Y | +26.7% | -4.4% | +31.2% | +26.7% |
| 3Y | +60.7% | +100.4% | -39.7% | +41.4% |
| All | +91.1% | +291.2% | -200.1% | +39.9% |
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