+167.6%
SYK vs ALLY
+190.4%
-22.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.2% |
| 7D | -12.3% | -3.3% | -9.1% | -11.4% |
| 30D | -22.4% | -4.1% | -18.4% | -21.5% |
| 3M | -12.3% | +1.4% | -13.7% | -12.8% |
| 6M | -24.3% | +14.4% | -38.7% | -27.5% |
| YTD | -22.8% | -4.9% | -17.8% | -22.2% |
| 1Y | -28.8% | +5.5% | -34.3% | -30.7% |
| 3Y | -4.0% | +66.0% | -70.0% | -22.2% |
| 5Y | +3.8% | -2.4% | +6.2% | -3.5% |
| All | +167.6% | +190.4% | -22.8% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling