+138.3%
ADI vs TKO
+291.2%
-152.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.4% | +4.5% | +4.8% |
| 7D | +4.6% | +2.3% | +2.3% | +4.0% |
| 30D | -1.2% | -2.5% | +1.3% | -0.8% |
| 3M | -7.8% | -10.6% | +2.8% | -5.9% |
| 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% | +53.6% |
| 3Y | +123.4% | +100.4% | +23.1% | +82.7% |
| All | +138.3% | +291.2% | -152.9% | +44.8% |
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