+930.0%
APH vs SYK
+213.4%
+716.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.4% |
| 7D | +4.9% | -5.0% | +9.9% | +7.2% |
| 30D | -5.4% | +9.9% | -15.3% | -10.2% |
| 3M | -5.5% | -8.9% | +3.5% | -2.8% |
| 6M | +25.9% | +3.1% | +22.8% | +19.7% |
| YTD | +16.4% | -11.1% | +27.5% | +18.2% |
| 1Y | +16.5% | -16.2% | +32.7% | +21.8% |
| 3Y | +270.9% | +13.2% | +257.7% | +224.8% |
| 5Y | +289.5% | +23.5% | +266.0% | +216.7% |
| All | +930.0% | +213.4% | +716.6% | +431.9% |
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