+1,257.6%
AMT vs TKO
+1,366.4%
-108.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.7% |
| 7D | -0.2% | +0.7% | -1.0% | -0.4% |
| 30D | +4.6% | +1.6% | +3.0% | +4.2% |
| 3M | -8.4% | -7.8% | -0.7% | -7.2% |
| 6M | -6.0% | -13.3% | +7.3% | -3.9% |
| YTD | +2.1% | -10.3% | +12.4% | +3.6% |
| 1Y | -6.4% | -0.6% | -5.8% | -7.0% |
| 3Y | +8.1% | +88.5% | -80.4% | -6.8% |
| 5Y | -31.9% | +284.7% | -316.6% | -49.7% |
| 10Y | +97.1% | +905.7% | -808.6% | +10.0% |
| All | +1,257.6% | +1,366.4% | -108.7% | +326.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling