+299.7%
ARM vs SYK
-6.9%
+306.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.0% | -1.8% | -3.3% |
| 7D | +4.8% | -12.3% | +17.1% | +8.5% |
| 30D | -5.5% | -22.4% | +17.0% | +1.6% |
| 3M | -17.3% | -12.3% | -5.0% | -17.3% |
| 6M | +110.9% | -24.3% | +135.2% | +131.5% |
| YTD | +132.5% | -22.8% | +155.3% | +149.5% |
| 1Y | +64.9% | -28.8% | +93.7% | +87.7% |
| All | +299.7% | -6.9% | +306.6% | +265.6% |
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 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