+67.2%
ADM vs TKO
+303.5%
-236.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | +3.0% | +0.1% | +2.9% | +3.0% |
| 30D | +8.7% | -2.6% | +11.3% | +8.9% |
| 3M | +7.6% | -7.8% | +15.4% | +8.3% |
| 6M | +26.9% | -7.0% | +33.9% | +27.4% |
| YTD | +54.3% | -8.5% | +62.8% | +55.1% |
| 1Y | +45.7% | -1.3% | +47.0% | +44.8% |
| 3Y | +21.9% | +105.0% | -83.0% | +8.9% |
| 5Y | +67.2% | +292.9% | -225.8% | +19.4% |
| All | +67.2% | +303.5% | -236.3% | +19.4% |
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 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