+10,635.9%
AME vs TKO
+1,439.7%
+9,196.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.0% | -5.0% | -0.9% |
| 7D | +2.8% | +7.2% | -4.4% | +1.4% |
| 30D | -6.3% | +4.7% | -11.0% | -7.2% |
| 3M | +5.4% | -3.2% | +8.6% | +5.6% |
| 6M | +7.4% | -2.9% | +10.3% | +7.4% |
| YTD | +16.2% | -5.8% | +22.0% | +16.6% |
| 1Y | +26.8% | -1.1% | +27.9% | +26.0% |
| 3Y | +57.5% | +111.1% | -53.6% | +33.9% |
| 5Y | +84.8% | +315.6% | -230.7% | +36.4% |
| 10Y | +424.3% | +978.5% | -554.2% | +209.5% |
| All | +10,635.9% | +1,439.7% | +9,196.2% | +4,298.0% |
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