+64.9%
ARM vs SYK
-30.6%
+95.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.0% | -1.8% | -4.5% |
| 7D | +4.8% | -12.3% | +17.1% | +0.1% |
| 30D | -5.5% | -22.4% | +17.0% | -13.3% |
| 3M | -17.3% | -12.3% | -5.0% | -21.0% |
| 6M | +110.9% | -24.3% | +135.2% | +102.3% |
| YTD | +132.5% | -22.8% | +155.3% | +125.1% |
| 1Y | +64.9% | -28.8% | +93.7% | +61.9% |
| All | +64.9% | -30.6% | +95.5% | +61.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling