+926.3%
SYK vs AGI
+5,269.5%
-4,343.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.4% | -1.9% |
| 7D | -12.3% | -5.3% | -7.1% | -12.2% |
| 30D | -22.4% | +6.8% | -29.2% | -22.6% |
| 3M | -12.3% | +8.3% | -20.6% | -12.6% |
| 6M | -24.3% | -29.2% | +4.9% | -23.7% |
| YTD | -22.8% | -7.3% | -15.5% | -22.9% |
| 1Y | -28.8% | +8.0% | -36.8% | -29.3% |
| 3Y | -4.0% | +206.6% | -210.5% | -7.9% |
| 5Y | +3.8% | +398.1% | -394.3% | -2.0% |
| 10Y | +172.8% | +384.0% | -211.1% | +154.1% |
| All | +926.3% | +5,269.5% | -4,343.2% | +856.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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