+285.4%
TKO vs AMBA
-66.8%
+352.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -0.2% |
| 7D | +3.1% | +2.6% | +0.5% | +2.8% |
| 30D | +15.0% | -3.6% | +18.6% | +15.2% |
| 3M | +2.9% | -24.6% | +27.5% | +5.2% |
| 6M | +9.0% | -21.6% | +30.6% | +9.2% |
| YTD | -3.4% | -11.8% | +8.4% | -5.3% |
| 1Y | +12.8% | -33.2% | +46.0% | +14.0% |
| 3Y | +158.0% | +24.5% | +133.5% | +129.8% |
| 5Y | +285.4% | -67.7% | +353.0% | +276.2% |
| All | +285.4% | -66.8% | +352.1% | +276.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling