-24.3%
SYK vs ALM
+1.8%
-26.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.8% | -0.6% |
| 7D | -11.8% | +3.6% | -15.4% | -11.6% |
| 30D | -20.4% | +33.8% | -54.2% | -19.7% |
| 3M | -12.1% | +14.8% | -26.8% | -11.8% |
| 6M | -24.3% | -7.0% | -17.4% | -24.6% |
| All | -24.3% | +1.8% | -26.2% | -24.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling