-5.3%
SYK vs AG
+29.4%
-34.7%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +9.1% | +0.2% | +9.2% |
| 7D | +11.7% | -2.6% | +14.3% | +11.6% |
| 30D | +19.1% | -12.1% | +31.2% | +18.8% |
| 3M | +1.4% | -6.6% | +8.0% | +1.3% |
| 6M | +17.4% | -20.5% | +37.9% | +17.1% |
| YTD | -2.5% | -7.4% | +4.9% | -5.0% |
| 1Y | -5.3% | +33.4% | -38.7% | -9.4% |
| All | -5.3% | +29.4% | -34.7% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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