-5.3%
SYK vs ADM
+29.8%
-35.1%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.3% | +9.0% | +9.4% |
| 7D | +11.7% | -8.3% | +20.0% | +11.1% |
| 30D | +19.1% | -14.1% | +33.2% | +18.1% |
| 3M | +1.4% | -10.7% | +12.2% | +0.7% |
| 6M | +17.4% | -5.9% | +23.4% | +16.3% |
| YTD | -2.5% | +25.8% | -28.3% | -6.7% |
| 1Y | -5.3% | +21.3% | -26.6% | -8.6% |
| All | -5.3% | +29.8% | -35.1% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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