+1.8%
ACM vs TKO
+306.8%
-305.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.9% | -2.6% |
| 7D | -3.7% | +0.7% | -4.4% | -3.8% |
| 30D | -12.7% | +0.9% | -13.5% | -12.9% |
| 3M | -9.8% | -6.2% | -3.6% | -8.9% |
| 6M | -31.4% | -5.6% | -25.8% | -31.0% |
| YTD | -32.1% | -7.8% | -24.2% | -31.3% |
| 1Y | -47.8% | -1.2% | -46.6% | -48.0% |
| 3Y | -22.1% | +106.5% | -128.6% | -33.4% |
| 5Y | +1.8% | +310.4% | -308.6% | -36.3% |
| All | +1.8% | +306.8% | -305.0% | -36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling