+285.6%
APH vs SYK
-2.7%
+288.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +1.6% | -11.8% | +13.4% | +3.7% |
| 30D | -3.0% | -20.4% | +17.4% | +0.7% |
| 3M | +5.7% | -12.1% | +17.8% | +6.6% |
| 6M | +20.0% | -24.3% | +44.3% | +25.9% |
| YTD | +20.8% | -21.2% | +42.0% | +24.6% |
| 1Y | +40.2% | -29.2% | +69.4% | +50.1% |
| All | +285.6% | -2.7% | +288.3% | +288.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling