-18.1%
AMRZ vs TKO
+15.7%
-33.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | +0.2% | +6.4% | -6.2% | -1.4% |
| 30D | +16.2% | +11.9% | +4.3% | +12.9% |
| 3M | -8.9% | +5.6% | -14.5% | -10.4% |
| 6M | -20.1% | +7.5% | -27.6% | -22.4% |
| YTD | -21.3% | -3.5% | -17.7% | -21.2% |
| 1Y | -12.6% | +13.0% | -25.6% | -15.1% |
| All | -18.1% | +15.7% | -33.8% | -17.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling