+22,728.0%
SYK vs ADM
+1,954.9%
+20,773.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -1.0% |
| 7D | -11.8% | +1.4% | -13.2% | -12.1% |
| 30D | -20.4% | +8.2% | -28.6% | -22.0% |
| 3M | -12.1% | +8.7% | -20.8% | -14.2% |
| 6M | -24.3% | +29.1% | -53.4% | -29.8% |
| YTD | -21.2% | +53.7% | -74.9% | -30.3% |
| 1Y | -29.2% | +43.2% | -72.4% | -36.3% |
| 3Y | -2.1% | +21.4% | -23.5% | -10.4% |
| 5Y | +4.7% | +67.1% | -62.4% | -13.3% |
| 10Y | +178.2% | +176.6% | +1.7% | +99.7% |
| All | +22,728.0% | +1,954.9% | +20,773.0% | +8,457.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling