-23.7%
AMRZ vs TKO
-2.2%
-21.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.2% | -1.7% |
| 7D | -4.7% | +0.7% | -5.3% | -4.9% |
| 30D | -11.3% | +0.9% | -12.2% | -11.6% |
| 3M | -22.1% | -6.2% | -15.9% | -21.0% |
| 6M | -29.6% | -5.6% | -24.0% | -29.0% |
| YTD | -23.3% | -7.8% | -15.5% | -21.7% |
| 1Y | -23.7% | -1.2% | -22.5% | -24.4% |
| All | -23.7% | -2.2% | -21.5% | -24.4% |
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