+167.6%
SYK vs AFL
+300.4%
-132.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.7% | -1.8% |
| 7D | -12.3% | -3.3% | -9.0% | -10.7% |
| 30D | -22.4% | -5.0% | -17.5% | -20.4% |
| 3M | -12.3% | -1.8% | -10.6% | -11.5% |
| 6M | -24.3% | +4.8% | -29.2% | -26.2% |
| YTD | -22.8% | +5.4% | -28.2% | -25.1% |
| 1Y | -28.8% | +9.0% | -37.8% | -32.2% |
| 3Y | -4.0% | +63.0% | -67.0% | -27.6% |
| 5Y | +3.8% | +134.5% | -130.7% | -37.1% |
| All | +167.6% | +300.4% | -132.8% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 10y: compounded portfolio wealth divided by compounded AFL 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…
10y analysis · Full analysis span regression · 6 months rolling