-12.3%
AMRZ vs TKO
+5.6%
-18.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.4% | +1.8% | +4.2% |
| 7D | +10.3% | +11.3% | -1.0% | +7.0% |
| 30D | +18.7% | +9.3% | +9.4% | +15.7% |
| 3M | -14.6% | +5.3% | -19.9% | -16.2% |
| 6M | -12.9% | +4.9% | -17.7% | -15.3% |
| YTD | -17.4% | -6.3% | -11.0% | -15.9% |
| 1Y | -12.3% | +4.9% | -17.2% | -13.8% |
| All | -12.3% | +5.6% | -18.0% | -13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling