+651.5%
ADI vs TKO
+989.7%
-338.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.4% | +4.5% | +4.8% |
| 7D | +4.6% | +2.3% | +2.3% | +3.9% |
| 30D | -1.2% | -2.5% | +1.3% | -0.7% |
| 3M | -7.8% | -10.6% | +2.8% | -5.8% |
| 6M | +19.3% | -5.1% | +24.4% | +19.6% |
| YTD | +40.9% | -8.2% | +49.1% | +42.0% |
| 1Y | +54.5% | -4.4% | +58.9% | +53.7% |
| 3Y | +123.4% | +100.4% | +23.1% | +79.8% |
| 5Y | +142.3% | +294.3% | -152.0% | +58.1% |
| All | +651.5% | +989.7% | -338.2% | +309.1% |
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 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