+51.8%
SYK vs ALC
+20.4%
+31.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | +0.2% |
| 7D | -11.8% | -5.3% | -6.5% | -9.0% |
| 30D | -20.4% | -7.1% | -13.3% | -17.0% |
| 3M | -12.1% | +0.8% | -12.8% | -12.3% |
| 6M | -24.3% | -16.0% | -8.3% | -17.2% |
| YTD | -21.2% | -12.7% | -8.5% | -15.8% |
| 1Y | -29.2% | -12.8% | -16.3% | -24.5% |
| 3Y | -2.1% | -15.8% | +13.8% | +2.6% |
| 5Y | +4.7% | -16.7% | +21.4% | +8.4% |
| All | +51.8% | +20.4% | +31.4% | +10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling