+137,524.2%
AMAT vs SYK
+22,282.0%
+115,242.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -2.4% |
| 7D | +4.2% | -12.3% | +16.5% | +9.1% |
| 30D | -13.5% | -22.4% | +8.9% | -5.3% |
| 3M | -8.6% | -12.3% | +3.8% | -6.1% |
| 6M | +31.6% | -24.3% | +55.9% | +42.1% |
| YTD | +77.3% | -22.8% | +100.1% | +89.6% |
| 1Y | +179.4% | -28.8% | +208.1% | +207.4% |
| 3Y | +215.0% | -4.0% | +219.0% | +206.9% |
| 5Y | +245.8% | +3.8% | +241.9% | +228.0% |
| 10Y | +1,650.3% | +172.8% | +1,477.4% | +1,088.1% |
| All | +137,524.2% | +22,282.0% | +115,242.2% | +21,238.2% |
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