+22,282.0%
SYK vs AA
+281.9%
+22,000.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.8% | +2.8% | -1.1% |
| 7D | -12.3% | -5.4% | -6.9% | -11.5% |
| 30D | -22.4% | -10.7% | -11.8% | -21.0% |
| 3M | -12.3% | -26.2% | +13.8% | -7.9% |
| 6M | -24.3% | -20.9% | -3.4% | -22.4% |
| YTD | -22.8% | -8.6% | -14.1% | -23.5% |
| 1Y | -28.8% | +57.4% | -86.2% | -37.2% |
| 3Y | -4.0% | +77.8% | -81.8% | -21.7% |
| 5Y | +3.8% | +2.7% | +1.2% | -11.2% |
| 10Y | +172.8% | +121.2% | +51.6% | +68.8% |
| All | +22,282.0% | +281.9% | +22,000.0% | +7,640.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling