-7.2%
SYK vs ADM
+21.5%
-28.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.0% |
| 7D | -12.3% | +3.0% | -15.3% | -12.5% |
| 30D | -22.4% | +8.7% | -31.1% | -22.8% |
| 3M | -12.3% | +7.6% | -19.9% | -12.8% |
| 6M | -24.3% | +26.9% | -51.2% | -25.7% |
| YTD | -22.8% | +54.3% | -77.1% | -25.6% |
| 1Y | -28.8% | +45.7% | -74.4% | -31.1% |
| All | -7.2% | +21.5% | -28.7% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling