-5.3%
SYK vs ACI
-18.4%
+13.1%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.5% | +5.8% | +9.1% |
| 7D | +11.7% | +4.5% | +7.2% | +11.4% |
| 30D | +19.1% | +20.9% | -1.8% | +18.2% |
| 3M | +1.4% | +15.2% | -13.8% | +0.9% |
| 6M | +17.4% | -13.3% | +30.8% | +17.3% |
| YTD | -2.5% | -16.2% | +13.7% | -2.8% |
| 1Y | -5.3% | -16.9% | +11.6% | -5.5% |
| All | -5.3% | -18.4% | +13.1% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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