-44.8%
ACHR vs TKO
+331.6%
-376.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.2% | -3.5% | -4.6% |
| 7D | -2.7% | +0.7% | -3.3% | -3.0% |
| 30D | -12.1% | +0.9% | -13.0% | -12.4% |
| 3M | +3.4% | -6.2% | +9.6% | +6.1% |
| 6M | -15.6% | -5.6% | -10.0% | -14.0% |
| YTD | -26.9% | -7.8% | -19.0% | -25.0% |
| 1Y | -34.8% | -1.2% | -33.5% | -35.3% |
| 3Y | -19.2% | +106.5% | -125.8% | -40.0% |
| 5Y | -43.8% | +310.4% | -354.1% | -68.0% |
| All | -44.8% | +331.6% | -376.5% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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