-16.6%
AMRZ vs TKO
+15.9%
-32.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.5% | -2.3% | +1.1% |
| 7D | -1.1% | +7.8% | -9.0% | -3.1% |
| 30D | +18.3% | +12.2% | +6.1% | +14.8% |
| 3M | -8.0% | +7.5% | -15.4% | -9.9% |
| 6M | -18.7% | +7.7% | -26.4% | -21.0% |
| YTD | -19.8% | -3.3% | -16.5% | -19.8% |
| 1Y | -12.3% | +11.1% | -23.4% | -14.6% |
| All | -16.6% | +15.9% | -32.6% | -16.2% |
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