+112,209.8%
AMAT vs SYK
+25,648.3%
+86,561.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.9% | -2.4% |
| 7D | +11.4% | -5.0% | +16.3% | +13.5% |
| 30D | -17.0% | +9.9% | -27.0% | -20.5% |
| 3M | -30.6% | -8.9% | -21.7% | -29.1% |
| 6M | -14.9% | +3.1% | -18.0% | -18.9% |
| YTD | +44.7% | -11.1% | +55.8% | +45.5% |
| 1Y | +66.9% | -16.2% | +83.1% | +71.6% |
| 3Y | +153.3% | +13.2% | +140.1% | +130.4% |
| 5Y | +146.2% | +23.5% | +122.8% | +117.0% |
| 10Y | +1,330.3% | +213.3% | +1,117.0% | +814.1% |
| All | +112,209.8% | +25,648.3% | +86,561.5% | +16,269.7% |
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 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