-29.8%
SYK vs AA
+57.0%
-86.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.8% | +2.8% | -2.0% |
| 7D | -12.3% | -5.4% | -6.9% | -12.4% |
| 30D | -22.4% | -10.7% | -11.8% | -22.5% |
| 3M | -12.3% | -26.2% | +13.8% | -12.3% |
| 6M | -24.3% | -20.9% | -3.4% | -24.4% |
| YTD | -22.8% | -8.6% | -14.1% | -22.9% |
| All | -29.8% | +57.0% | -86.8% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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