+8,378.1%
AMD vs SYK
+173.6%
+8,204.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -2.2% |
| 7D | +10.4% | -12.3% | +22.7% | +18.5% |
| 30D | +6.2% | -22.4% | +28.6% | +22.3% |
| 3M | +11.3% | -12.3% | +23.7% | +15.2% |
| 6M | +147.8% | -24.3% | +172.1% | +178.8% |
| YTD | +135.2% | -22.8% | +157.9% | +157.5% |
| 1Y | +215.7% | -28.8% | +244.4% | +263.8% |
| 3Y | +374.7% | -4.0% | +378.7% | +333.2% |
| 5Y | +378.7% | +3.8% | +374.9% | +310.7% |
| All | +8,378.1% | +173.6% | +8,204.5% | +3,488.9% |
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