+3,058.1%
TKO vs AMBA
+831.3%
+2,226.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -0.3% |
| 7D | +3.1% | +2.6% | +0.5% | +2.7% |
| 30D | +15.0% | -3.6% | +18.6% | +15.3% |
| 3M | +2.9% | -24.6% | +27.5% | +6.0% |
| 6M | +9.0% | -21.6% | +30.6% | +9.1% |
| YTD | -3.4% | -11.8% | +8.4% | -5.7% |
| 1Y | +12.8% | -33.2% | +46.0% | +13.9% |
| 3Y | +158.0% | +24.5% | +133.5% | +128.1% |
| 5Y | +285.4% | -67.7% | +353.0% | +290.0% |
| 10Y | +1,160.4% | +4.7% | +1,155.6% | +872.9% |
| All | +3,058.1% | +831.3% | +2,226.8% | +1,659.0% |
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