-7.2%
SYK vs AG
+260.2%
-267.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.9% | +2.9% | -1.8% |
| 7D | -12.3% | -5.8% | -6.5% | -12.2% |
| 30D | -22.4% | +6.4% | -28.8% | -22.6% |
| 3M | -12.3% | +28.4% | -40.7% | -13.2% |
| 6M | -24.3% | -24.5% | +0.2% | -23.7% |
| YTD | -22.8% | +21.2% | -43.9% | -24.2% |
| 1Y | -28.8% | +114.1% | -142.9% | -32.5% |
| All | -7.2% | +260.2% | -267.5% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling