+2,832.5%
TKO vs AMBA
+837.3%
+1,995.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.7% |
| 7D | +0.7% | -11.0% | +11.7% | +2.2% |
| 30D | +1.6% | -23.2% | +24.8% | +4.9% |
| 3M | -7.8% | -12.7% | +4.9% | -7.9% |
| 6M | -13.3% | +11.2% | -24.5% | -17.1% |
| YTD | -10.3% | -11.2% | +0.9% | -12.0% |
| 1Y | -0.6% | -22.5% | +21.9% | -1.8% |
| 3Y | +88.5% | -1.3% | +89.8% | +73.1% |
| 5Y | +284.7% | -54.2% | +338.9% | +269.9% |
| 10Y | +905.7% | -6.1% | +911.8% | +690.0% |
| All | +2,832.5% | +837.3% | +1,995.2% | +1,540.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling