+65.9%
SYK vs ACI
+17.4%
+48.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.8% |
| 7D | -12.3% | -7.1% | -5.3% | -11.8% |
| 30D | -22.4% | -4.5% | -18.0% | -22.1% |
| 3M | -12.3% | -22.3% | +9.9% | -10.8% |
| 6M | -24.3% | -28.4% | +4.1% | -22.4% |
| YTD | -22.8% | -29.5% | +6.7% | -20.8% |
| 1Y | -28.8% | -34.2% | +5.5% | -26.6% |
| 3Y | -4.0% | -45.7% | +41.7% | +0.3% |
| 5Y | +3.8% | -40.8% | +44.6% | +7.5% |
| All | +65.9% | +17.4% | +48.6% | +73.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling