+153.3%
AMAT vs SYK
+14.9%
+138.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.9% | -2.7% |
| 7D | +11.4% | -5.0% | +16.3% | +11.7% |
| 30D | -17.0% | +9.9% | -27.0% | -17.6% |
| 3M | -30.6% | -8.9% | -21.7% | -29.6% |
| 6M | -14.9% | +3.1% | -18.0% | -18.0% |
| YTD | +44.7% | -11.1% | +55.8% | +49.4% |
| 1Y | +66.9% | -16.2% | +83.1% | +77.8% |
| 3Y | +153.3% | +13.2% | +140.1% | +123.7% |
| All | +153.3% | +14.9% | +138.4% | +123.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling