+111.1%
TKO vs AMBA
+5.1%
+106.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.9% | +4.1% | +4.9% |
| 7D | +7.2% | -6.4% | +13.6% | +7.6% |
| 30D | +4.7% | -26.8% | +31.5% | +7.0% |
| 3M | -3.2% | -7.6% | +4.4% | -3.5% |
| 6M | -2.9% | +21.2% | -24.1% | -7.5% |
| YTD | -5.8% | -10.4% | +4.6% | -7.5% |
| 1Y | -1.1% | -24.4% | +23.4% | -1.9% |
| 3Y | +111.1% | +6.0% | +105.1% | +114.5% |
| All | +111.1% | +5.1% | +106.0% | +114.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling