-5.3%
SYK vs ACM
-22.9%
+17.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.0% | +1.9% |
| 7D | -9.1% | -4.6% | -4.5% | -8.4% |
| 30D | -20.6% | +4.1% | -24.7% | -21.1% |
| 3M | -9.6% | -8.3% | -1.3% | -8.6% |
| 6M | -19.9% | -30.1% | +10.2% | -15.7% |
| YTD | -21.2% | -32.6% | +11.4% | -17.0% |
| 1Y | -28.4% | -49.6% | +21.2% | -20.2% |
| 3Y | -5.3% | -23.0% | +17.7% | -5.9% |
| All | -5.3% | -22.9% | +17.6% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 3y: compounded portfolio wealth divided by compounded ACM 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…
3y analysis · Full analysis span regression · 6 months rolling