+167.6%
SYK vs AG
+73.4%
+94.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.9% | +2.9% | -1.7% |
| 7D | -12.3% | -5.8% | -6.5% | -12.0% |
| 30D | -22.4% | +6.4% | -28.8% | -22.8% |
| 3M | -12.3% | +28.4% | -40.7% | -13.8% |
| 6M | -24.3% | -24.5% | +0.2% | -23.6% |
| YTD | -22.8% | +21.2% | -43.9% | -24.7% |
| 1Y | -28.8% | +114.1% | -142.9% | -33.4% |
| 3Y | -4.0% | +268.0% | -272.0% | -15.3% |
| 5Y | +3.8% | +67.3% | -63.5% | -5.5% |
| All | +167.6% | +73.4% | +94.1% | +141.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling