+129.1%
ACM vs TKO
+989.7%
-860.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.7% | +0.9% |
| 7D | -4.6% | +2.3% | -6.9% | -5.1% |
| 30D | +4.1% | -2.5% | +6.6% | +4.6% |
| 3M | -8.3% | -10.6% | +2.3% | -6.1% |
| 6M | -30.1% | -5.1% | -25.0% | -29.7% |
| YTD | -32.6% | -8.2% | -24.4% | -31.7% |
| 1Y | -49.6% | -4.4% | -45.1% | -49.5% |
| 3Y | -23.0% | +100.4% | -123.4% | -37.2% |
| 5Y | +2.0% | +294.3% | -292.3% | -32.4% |
| All | +129.1% | +989.7% | -860.6% | +3.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling