+5.0%
SYK vs ACM
+0.2%
+4.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.4% |
| 7D | -12.3% | -5.9% | -6.4% | -10.7% |
| 30D | -22.4% | -6.2% | -16.2% | -21.1% |
| 3M | -12.3% | -7.9% | -4.5% | -10.6% |
| 6M | -24.3% | -30.6% | +6.3% | -16.0% |
| YTD | -22.8% | -33.3% | +10.5% | -13.9% |
| 1Y | -28.8% | -49.2% | +20.4% | -12.6% |
| 3Y | -4.0% | -23.5% | +19.5% | -4.2% |
| All | +5.0% | +0.2% | +4.8% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling