+306.4%
APP vs SYK
+2.4%
+304.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.0% | +5.0% | +4.3% |
| 7D | +0.3% | -12.3% | +12.6% | +8.4% |
| 30D | -1.3% | -22.4% | +21.1% | +15.0% |
| 3M | -36.2% | -12.3% | -23.9% | -32.7% |
| 6M | -34.1% | -24.3% | -9.8% | -23.5% |
| YTD | -53.3% | -22.8% | -30.6% | -47.7% |
| 1Y | -44.5% | -28.8% | -15.8% | -34.0% |
| 3Y | +646.7% | -4.0% | +650.6% | +567.4% |
| 5Y | +306.4% | +3.8% | +302.6% | +222.6% |
| All | +306.4% | +2.4% | +304.0% | +222.6% |
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