+436.5%
SYK vs ACM
+228.1%
+208.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.8% | -8.0% | -8.6% |
| 7D | -12.9% | -0.3% | -12.6% | -12.8% |
| 30D | -18.5% | -12.9% | -5.5% | -15.3% |
| 3M | -8.1% | -6.4% | -1.7% | -6.7% |
| 6M | -23.8% | -29.2% | +5.5% | -16.2% |
| YTD | -20.9% | -29.9% | +9.0% | -13.4% |
| 1Y | -29.0% | -47.3% | +18.3% | -15.4% |
| 3Y | -1.7% | -19.6% | +17.9% | +0.9% |
| 5Y | +4.0% | +5.5% | -1.6% | -2.6% |
| 10Y | +168.8% | +129.7% | +39.1% | +91.8% |
| All | +436.5% | +228.1% | +208.4% | +188.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling