-5.3%
SYK vs ADP
+14.9%
-20.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.7% | +1.9% |
| 7D | -9.1% | -3.4% | -5.7% | -7.7% |
| 30D | -20.6% | -0.4% | -20.2% | -20.4% |
| 3M | -9.6% | +19.7% | -29.3% | -15.4% |
| 6M | -19.9% | +27.9% | -47.8% | -26.9% |
| YTD | -21.2% | +5.9% | -27.1% | -21.7% |
| 1Y | -28.4% | -7.5% | -20.9% | -24.3% |
| 3Y | -5.3% | +15.4% | -20.7% | -6.4% |
| All | -5.3% | +14.9% | -20.2% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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