+22,728.0%
SYK vs ADP
+10,597.0%
+12,131.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | +0.1% |
| 7D | -11.8% | -5.7% | -6.1% | -9.4% |
| 30D | -20.4% | -3.1% | -17.3% | -19.2% |
| 3M | -12.1% | +15.6% | -27.7% | -17.4% |
| 6M | -24.3% | +20.8% | -45.1% | -30.7% |
| YTD | -21.2% | +4.7% | -26.0% | -23.5% |
| 1Y | -29.2% | -8.3% | -20.9% | -27.2% |
| 3Y | -2.1% | +13.6% | -15.6% | -8.9% |
| 5Y | +4.7% | +45.0% | -40.3% | -12.8% |
| 10Y | +178.2% | +279.0% | -100.7% | +56.6% |
| All | +22,728.0% | +10,597.0% | +12,131.0% | +3,118.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling