-28.8%
SYK vs ALLE
-10.4%
-18.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -12.3% | -2.8% | -9.6% | -11.6% |
| 30D | -22.4% | -10.2% | -12.3% | -19.8% |
| 3M | -12.3% | +17.4% | -29.8% | -16.5% |
| 6M | -24.3% | +3.3% | -27.7% | -25.8% |
| YTD | -22.8% | -4.2% | -18.5% | -24.9% |
| 1Y | -28.8% | -10.5% | -18.2% | -29.9% |
| All | -28.8% | -10.4% | -18.4% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling