+376.2%
SYK vs ALM
+8,043.4%
-7,667.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.8% | -0.4% |
| 7D | -11.8% | +3.6% | -15.4% | -11.8% |
| 30D | -20.4% | +33.8% | -54.2% | -20.4% |
| 3M | -12.1% | +14.8% | -26.8% | -12.1% |
| 6M | -24.3% | -7.0% | -17.4% | -24.4% |
| YTD | -21.2% | +108.1% | -129.3% | -21.4% |
| 1Y | -29.2% | +313.8% | -342.9% | -29.4% |
| 3Y | -2.1% | +2,227.6% | -2,229.7% | -2.7% |
| 5Y | +4.7% | +956.6% | -951.9% | +4.1% |
| 10Y | +178.2% | +3,082.3% | -2,904.1% | +176.2% |
| All | +376.2% | +8,043.4% | -7,667.2% | +372.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling