+1,355.1%
ADM vs TKO
+1,439.7%
-84.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.0% | -5.1% | -0.8% |
| 7D | -0.1% | +7.2% | -7.2% | -1.1% |
| 30D | +11.0% | +4.7% | +6.3% | +10.2% |
| 3M | +6.0% | -3.2% | +9.2% | +6.2% |
| 6M | +26.9% | -2.9% | +29.8% | +26.9% |
| YTD | +50.0% | -5.8% | +55.8% | +50.3% |
| 1Y | +39.6% | -1.1% | +40.7% | +38.7% |
| 3Y | +18.5% | +111.1% | -92.6% | +3.8% |
| 5Y | +62.6% | +315.6% | -253.0% | +27.3% |
| 10Y | +162.4% | +978.5% | -816.0% | +71.6% |
| All | +1,355.1% | +1,439.7% | -84.6% | +664.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling