+619.5%
APP vs SYK
-2.7%
+622.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -2.1% |
| 7D | -4.4% | -11.8% | +7.4% | -1.1% |
| 30D | -10.0% | -20.4% | +10.4% | -4.3% |
| 3M | -41.4% | -12.1% | -29.4% | -40.0% |
| 6M | -41.0% | -24.3% | -16.7% | -35.6% |
| YTD | -54.7% | -21.2% | -33.5% | -52.2% |
| 1Y | -45.3% | -29.2% | -16.2% | -38.4% |
| All | +619.5% | -2.7% | +622.2% | +635.7% |
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