-28.4%
SYK vs ACGL
+5.9%
-34.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | -9.1% | -2.0% | -7.0% | -8.1% |
| 30D | -20.6% | -1.2% | -19.4% | -20.1% |
| 3M | -9.6% | +5.4% | -15.0% | -10.8% |
| 6M | -19.9% | +1.4% | -21.2% | -20.2% |
| YTD | -21.2% | +0.2% | -21.4% | -21.3% |
| 1Y | -28.4% | +4.1% | -32.5% | -29.4% |
| All | -28.4% | +5.9% | -34.3% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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