-47.0%
ACM vs TKO
+5.6%
-52.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.4% | -0.4% | +2.1% |
| 7D | +9.5% | +11.3% | -1.7% | +6.6% |
| 30D | +14.7% | +9.3% | +5.4% | +12.1% |
| 3M | -9.5% | +5.3% | -14.8% | -11.0% |
| 6M | -18.0% | +4.9% | -22.9% | -20.3% |
| YTD | -27.3% | -6.3% | -21.0% | -25.5% |
| 1Y | -47.0% | +4.9% | -51.9% | -48.7% |
| All | -47.0% | +5.6% | -52.6% | -48.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling