-71.8%
ADVB vs TKO
+9.5%
-81.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.6% | +0.7% | -24.3% | -23.3% |
| 7D | +27.8% | +2.3% | +25.5% | +28.7% |
| 30D | -50.8% | +13.4% | -64.1% | -48.8% |
| 3M | -70.5% | -1.7% | -68.8% | -70.2% |
| 6M | -46.7% | +7.2% | -54.0% | -45.6% |
| YTD | -56.7% | -5.4% | -51.3% | -55.3% |
| 1Y | -71.8% | +8.7% | -80.5% | -73.0% |
| All | -71.8% | +9.5% | -81.2% | -73.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling