+311.3%
ARM vs SYK
-4.7%
+316.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -8.8% | +12.6% | +6.2% |
| 7D | +11.4% | -12.9% | +24.3% | +15.6% |
| 30D | -7.4% | -18.5% | +11.0% | -2.1% |
| 3M | -24.5% | -8.1% | -16.4% | -26.1% |
| 6M | +128.7% | -23.8% | +152.4% | +152.0% |
| YTD | +139.3% | -20.9% | +160.2% | +155.0% |
| 1Y | +88.0% | -29.0% | +116.9% | +117.0% |
| All | +311.3% | -4.7% | +316.0% | +273.6% |
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