-7.2%
SYK vs ALK
+0.5%
-7.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -1.9% |
| 7D | -12.3% | -3.1% | -9.2% | -11.9% |
| 30D | -22.4% | -17.1% | -5.3% | -20.3% |
| 3M | -12.3% | -3.8% | -8.6% | -12.1% |
| 6M | -24.3% | -5.3% | -19.0% | -24.4% |
| YTD | -22.8% | -20.3% | -2.5% | -21.5% |
| 1Y | -28.8% | -36.0% | +7.2% | -25.2% |
| All | -7.2% | +0.5% | -7.7% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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