+2,172.4%
AMP vs TKO
+3,208.5%
-1,036.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.4% | +0.6% |
| 7D | -0.5% | +2.3% | -2.8% | -1.4% |
| 30D | -1.3% | -2.5% | +1.2% | -0.6% |
| 3M | +24.2% | -10.6% | +34.8% | +28.3% |
| 6M | +24.6% | -5.1% | +29.6% | +25.3% |
| YTD | +14.8% | -8.2% | +23.0% | +16.5% |
| 1Y | +12.8% | -4.4% | +17.2% | +12.3% |
| 3Y | +69.0% | +100.4% | -31.4% | +23.8% |
| 5Y | +124.9% | +294.3% | -169.4% | +23.5% |
| 10Y | +583.5% | +983.2% | -399.6% | +121.2% |
| All | +2,172.4% | +3,208.5% | -1,036.1% | +166.7% |
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 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