+312.0%
SYK vs ALLY
+115.1%
+196.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.1% |
| 7D | -11.8% | -1.9% | -9.8% | -11.2% |
| 30D | -20.4% | -4.5% | -15.9% | -19.3% |
| 3M | -12.1% | -2.8% | -9.2% | -11.5% |
| 6M | -24.3% | +10.3% | -34.7% | -26.7% |
| YTD | -21.2% | -5.7% | -15.5% | -20.4% |
| 1Y | -29.2% | +3.9% | -33.1% | -30.7% |
| 3Y | -2.1% | +64.7% | -66.8% | -19.6% |
| 5Y | +4.7% | -2.6% | +7.3% | -2.5% |
| 10Y | +178.2% | +186.0% | -7.7% | +70.5% |
| All | +312.0% | +115.1% | +196.9% | +167.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling