+142.4%
AMT vs TKO
+1,121.1%
-978.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | +1.5% | +2.3% | -0.8% | +1.2% |
| 30D | +6.8% | +13.4% | -6.5% | +5.3% |
| 3M | +11.2% | -1.7% | +12.9% | +11.3% |
| 6M | +12.5% | +7.2% | +5.2% | +11.5% |
| YTD | +12.5% | -5.4% | +17.9% | +12.7% |
| 1Y | +10.1% | +8.7% | +1.4% | +8.7% |
| 3Y | +16.0% | +150.4% | -134.4% | +2.6% |
| 5Y | -17.2% | +276.6% | -293.8% | -31.3% |
| All | +142.4% | +1,121.1% | -978.7% | +89.2% |
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 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