+5.0%
SYK vs ALM
+904.7%
-899.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -9.6% | +7.6% | -1.8% |
| 7D | -12.3% | -7.1% | -5.2% | -12.3% |
| 30D | -22.4% | +24.7% | -47.1% | -22.7% |
| 3M | -12.3% | +8.3% | -20.6% | -12.7% |
| 6M | -24.3% | -22.2% | -2.1% | -24.3% |
| YTD | -22.8% | +88.1% | -110.8% | -24.3% |
| 1Y | -28.8% | +272.4% | -301.1% | -31.7% |
| 3Y | -4.0% | +2,004.1% | -2,008.1% | -13.7% |
| All | +5.0% | +904.7% | -899.7% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 5y: compounded portfolio wealth divided by compounded ALM 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…
5y analysis · Full analysis span regression · 6 months rolling