+48.8%
SYK vs ALC
+17.1%
+31.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.8% | -0.4% |
| 7D | -12.3% | -7.7% | -4.7% | -8.3% |
| 30D | -22.4% | -11.7% | -10.8% | -16.8% |
| 3M | -12.3% | +0.7% | -13.0% | -12.5% |
| 6M | -24.3% | -17.1% | -7.2% | -16.5% |
| YTD | -22.8% | -15.1% | -7.6% | -16.2% |
| 1Y | -28.8% | -14.1% | -14.7% | -23.4% |
| 3Y | -4.0% | -18.2% | +14.2% | +2.1% |
| 5Y | +3.8% | -19.2% | +23.0% | +9.3% |
| All | +48.8% | +17.1% | +31.7% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling