+801.9%
SYK vs AGG
+96.1%
+705.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.9% |
| 7D | -12.3% | -0.9% | -11.4% | -12.2% |
| 30D | -22.4% | -1.0% | -21.5% | -22.3% |
| 3M | -12.3% | -1.3% | -11.1% | -12.2% |
| 6M | -24.3% | -2.1% | -22.2% | -24.1% |
| YTD | -22.8% | -1.2% | -21.5% | -22.6% |
| 1Y | -28.8% | -0.5% | -28.3% | -28.7% |
| 3Y | -4.0% | +12.4% | -16.4% | -4.9% |
| 5Y | +3.8% | -2.4% | +6.3% | +0.6% |
| 10Y | +172.8% | +14.3% | +158.5% | +177.6% |
| All | +801.9% | +96.1% | +705.8% | +1,001.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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