-49.6%
ACM vs TKO
-1.0%
-48.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -6.0% |
| 6M | -30.1% | -5.1% | -25.0% | -29.6% |
| YTD | -32.6% | -8.2% | -24.4% | -30.8% |
| 1Y | -49.6% | -4.4% | -45.1% | -49.1% |
| All | -49.6% | -1.0% | -48.6% | -49.1% |
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