+1,607.1%
AMAT vs SYK
+173.6%
+1,433.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -2.0% |
| 7D | +4.2% | -12.3% | +16.5% | +11.7% |
| 30D | -13.5% | -22.4% | +8.9% | -0.7% |
| 3M | -8.6% | -12.3% | +3.8% | -5.5% |
| 6M | +31.6% | -24.3% | +55.9% | +48.1% |
| YTD | +77.3% | -22.8% | +100.1% | +96.0% |
| 1Y | +179.4% | -28.8% | +208.1% | +224.4% |
| 3Y | +215.0% | -4.0% | +219.0% | +191.1% |
| 5Y | +245.8% | +3.8% | +241.9% | +197.4% |
| All | +1,607.1% | +173.6% | +1,433.5% | +704.9% |
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