+8,394.4%
ALM vs TKO
+2,366.6%
+6,027.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +5.0% | +3.8% | +8.7% |
| 7D | +8.4% | +7.2% | +1.3% | +8.3% |
| 30D | +34.8% | +4.7% | +30.1% | +34.7% |
| 3M | +16.2% | -3.2% | +19.5% | +16.3% |
| 6M | +2.1% | -2.9% | +5.0% | +2.1% |
| YTD | +117.0% | -5.8% | +122.8% | +117.2% |
| 1Y | +313.9% | -1.1% | +314.9% | +313.8% |
| 3Y | +2,327.9% | +111.1% | +2,216.8% | +2,376.1% |
| 5Y | +1,040.6% | +315.6% | +725.1% | +1,102.6% |
| 10Y | +3,219.4% | +978.5% | +2,241.0% | +4,258.8% |
| All | +8,394.4% | +2,366.6% | +6,027.7% | +80,387.7% |
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