+123.4%
ADI vs TKO
+102.7%
+20.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.4% | +4.5% | +4.8% |
| 7D | +4.6% | +2.3% | +2.3% | +4.1% |
| 30D | -1.2% | -2.5% | +1.3% | -0.8% |
| 3M | -7.8% | -10.6% | +2.8% | -6.0% |
| 6M | +19.3% | -5.1% | +24.4% | +19.5% |
| YTD | +40.9% | -8.2% | +49.1% | +42.0% |
| 1Y | +54.5% | -4.4% | +58.9% | +53.5% |
| 3Y | +123.4% | +100.4% | +23.1% | +84.4% |
| All | +123.4% | +102.7% | +20.8% | +84.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling