-29.4%
AAL vs SYK
+580.6%
-610.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.8% |
| 7D | -0.9% | -12.3% | +11.4% | +9.2% |
| 30D | -16.0% | -22.4% | +6.5% | +1.7% |
| 3M | -4.2% | -12.3% | +8.1% | +3.7% |
| 6M | +15.7% | -24.3% | +40.0% | +39.4% |
| YTD | -16.2% | -22.8% | +6.6% | -1.1% |
| 1Y | +0.2% | -28.8% | +29.0% | +25.4% |
| 3Y | -8.1% | -4.0% | -4.1% | -11.8% |
| 5Y | -32.2% | +3.8% | -36.0% | -40.3% |
| 10Y | -65.4% | +172.8% | -238.2% | -87.7% |
| All | -29.4% | +580.6% | -610.0% | -88.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling