+1,134.6%
TKO vs AMBA
-0.9%
+1,135.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.9% |
| 7D | +2.3% | +2.7% | -0.4% | +2.0% |
| 30D | +13.4% | -2.2% | +15.5% | +13.5% |
| 3M | -1.7% | -26.6% | +24.9% | +1.6% |
| 6M | +7.2% | -26.8% | +34.0% | +8.4% |
| YTD | -5.4% | -15.1% | +9.8% | -7.3% |
| 1Y | +8.7% | -32.3% | +41.0% | +9.6% |
| 3Y | +150.4% | +19.8% | +130.6% | +120.3% |
| 5Y | +276.6% | -69.2% | +345.9% | +285.1% |
| All | +1,134.6% | -0.9% | +1,135.5% | +769.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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