+378.5%
APP vs SYK
+15.5%
+363.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -8.8% | +6.1% | +2.7% |
| 7D | +0.1% | -12.9% | +13.0% | +8.6% |
| 30D | -10.0% | -18.5% | +8.4% | +1.4% |
| 3M | -44.6% | -8.1% | -36.6% | -43.5% |
| 6M | -37.9% | -23.8% | -14.1% | -28.0% |
| YTD | -53.7% | -20.9% | -32.8% | -48.9% |
| 1Y | -43.0% | -29.0% | -14.0% | -31.8% |
| 3Y | +640.8% | -1.7% | +642.5% | +558.9% |
| 5Y | +358.8% | +4.0% | +354.9% | +252.0% |
| All | +378.5% | +15.5% | +363.1% | +238.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling