-18.3%
AMRZ vs TKO
+13.0%
-31.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +5.0% | -9.3% | -5.5% |
| 7D | -2.0% | +7.2% | -9.2% | -3.8% |
| 30D | -9.8% | +4.7% | -14.5% | -11.0% |
| 3M | -17.2% | -3.2% | -14.0% | -16.9% |
| 6M | -26.9% | -2.9% | -24.1% | -26.9% |
| YTD | -21.5% | -5.8% | -15.7% | -20.7% |
| 1Y | -22.9% | -1.1% | -21.8% | -23.2% |
| All | -18.3% | +13.0% | -31.3% | -17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling