+7,765.4%
AMD vs SYK
+213.4%
+7,552.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.9% | -7.9% | -8.3% |
| 7D | +18.9% | -5.0% | +23.9% | +22.2% |
| 30D | -6.4% | +9.9% | -16.4% | -12.3% |
| 3M | +10.6% | -8.9% | +19.5% | +14.3% |
| 6M | +19.9% | +3.1% | +16.8% | +10.5% |
| YTD | +149.4% | -11.1% | +160.5% | +148.1% |
| 1Y | +115.4% | -16.2% | +131.5% | +123.1% |
| 3Y | +357.3% | +13.2% | +344.1% | +273.8% |
| 5Y | +261.1% | +23.5% | +237.6% | +175.7% |
| All | +7,765.4% | +213.4% | +7,552.0% | +2,443.1% |
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