+315.5%
ARM vs SYK
-5.1%
+320.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +12.5% | -11.8% | +24.3% | +16.3% |
| 30D | -1.4% | -20.4% | +19.0% | +5.2% |
| 3M | -18.7% | -12.1% | -6.6% | -18.3% |
| 6M | +124.6% | -24.3% | +149.0% | +148.5% |
| YTD | +141.7% | -21.2% | +162.9% | +157.9% |
| 1Y | +87.7% | -29.2% | +116.8% | +116.7% |
| All | +315.5% | -5.1% | +320.6% | +277.9% |
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 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