+395.3%
AMD vs SYK
+4.4%
+390.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.2% |
| 7D | +14.0% | -11.8% | +25.8% | +20.6% |
| 30D | +11.0% | -20.4% | +31.3% | +23.5% |
| 3M | +9.6% | -12.1% | +21.7% | +12.2% |
| 6M | +157.1% | -24.3% | +181.4% | +189.0% |
| YTD | +143.3% | -21.2% | +164.5% | +161.3% |
| 1Y | +234.4% | -29.2% | +263.6% | +288.8% |
| 3Y | +391.2% | -2.1% | +393.3% | +319.4% |
| All | +395.3% | +4.4% | +390.9% | +275.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling