+25,027.4%
SYK vs ALK
+839.9%
+24,187.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.9% |
| 7D | -8.3% | -0.7% | -7.7% | -8.2% |
| 30D | -10.1% | -19.2% | +9.2% | -6.4% |
| 3M | +0.9% | -1.5% | +2.4% | +0.6% |
| 6M | -20.2% | -13.1% | -7.1% | -19.1% |
| YTD | -13.3% | -16.4% | +3.1% | -12.0% |
| 1Y | -22.3% | -33.1% | +10.7% | -18.0% |
| 3Y | +9.7% | +0.6% | +9.1% | +3.2% |
| 5Y | +15.4% | -26.4% | +41.8% | +13.8% |
| 10Y | +192.9% | -34.2% | +227.0% | +176.0% |
| All | +25,027.4% | +839.9% | +24,187.5% | +10,616.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling