+3.8%
SYK vs ALK
-31.3%
+35.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -1.8% |
| 7D | -12.3% | -3.1% | -9.2% | -11.7% |
| 30D | -22.4% | -17.1% | -5.3% | -19.5% |
| 3M | -12.3% | -3.8% | -8.6% | -12.2% |
| 6M | -24.3% | -5.3% | -19.0% | -24.5% |
| YTD | -22.8% | -20.3% | -2.5% | -20.8% |
| 1Y | -28.8% | -36.0% | +7.2% | -23.5% |
| 3Y | -4.0% | +0.8% | -4.7% | -12.1% |
| 5Y | +3.8% | -28.5% | +32.3% | +3.6% |
| All | +3.8% | -31.3% | +35.1% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling