+985.3%
TKO vs AMBA
+8.8%
+976.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.6% |
| 7D | +0.1% | +7.1% | -7.0% | -0.8% |
| 30D | -2.6% | -18.1% | +15.5% | -0.2% |
| 3M | -7.8% | +8.4% | -16.1% | -10.4% |
| 6M | -7.0% | +25.7% | -32.7% | -12.9% |
| YTD | -8.5% | -4.2% | -4.4% | -11.4% |
| 1Y | -1.3% | -18.7% | +17.4% | -3.2% |
| 3Y | +105.0% | +13.3% | +91.6% | +82.9% |
| 5Y | +292.9% | -54.2% | +347.1% | +276.9% |
| All | +985.3% | +8.8% | +976.4% | +674.7% |
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