+5.0%
SYK vs ADM
+65.6%
-60.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.0% |
| 7D | -12.3% | +3.0% | -15.3% | -12.7% |
| 30D | -22.4% | +8.7% | -31.1% | -23.4% |
| 3M | -12.3% | +7.6% | -19.9% | -13.4% |
| 6M | -24.3% | +26.9% | -51.2% | -27.4% |
| YTD | -22.8% | +54.3% | -77.1% | -28.6% |
| 1Y | -28.8% | +45.7% | -74.4% | -33.6% |
| 3Y | -4.0% | +21.9% | -25.9% | -7.7% |
| All | +5.0% | +65.6% | -60.6% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling