-33.5%
AAL vs SYK
+3.4%
-36.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.4% |
| 7D | -0.9% | -12.3% | +11.4% | +6.7% |
| 30D | -16.0% | -22.4% | +6.5% | -2.8% |
| 3M | -4.2% | -12.3% | +8.1% | +1.7% |
| 6M | +15.7% | -24.3% | +40.0% | +34.4% |
| YTD | -16.2% | -22.8% | +6.6% | -4.2% |
| 1Y | +0.2% | -28.8% | +29.0% | +20.5% |
| 3Y | -8.1% | -4.0% | -4.1% | -11.0% |
| All | -33.5% | +3.4% | -36.9% | -42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling