-5.4%
SYK vs ALLY
+63.1%
-68.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.2% |
| 7D | -11.8% | -1.9% | -9.8% | -11.5% |
| 30D | -20.4% | -4.5% | -15.9% | -19.7% |
| 3M | -12.1% | -2.8% | -9.2% | -11.6% |
| 6M | -24.3% | +10.3% | -34.7% | -25.5% |
| YTD | -21.2% | -5.7% | -15.5% | -20.7% |
| 1Y | -29.2% | +3.9% | -33.1% | -29.9% |
| All | -5.4% | +63.1% | -68.5% | -13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling