-65.2%
AAL vs SYK
+173.6%
-238.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.6% |
| 7D | -0.9% | -12.3% | +11.4% | +7.6% |
| 30D | -16.0% | -22.4% | +6.5% | -1.1% |
| 3M | -4.2% | -12.3% | +8.1% | +2.5% |
| 6M | +15.7% | -24.3% | +40.0% | +36.1% |
| YTD | -16.2% | -22.8% | +6.6% | -3.2% |
| 1Y | +0.2% | -28.8% | +29.0% | +21.9% |
| 3Y | -8.1% | -4.0% | -4.1% | -10.9% |
| 5Y | -32.2% | +3.8% | -36.0% | -39.0% |
| All | -65.2% | +173.6% | -238.8% | -81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 10y: compounded portfolio wealth divided by compounded SYK 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…
10y analysis · Full analysis span regression · 6 months rolling