-29.8%
SYK vs AIG
-1.6%
-28.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -12.3% | -2.4% | -10.0% | -12.1% |
| 30D | -22.4% | -2.9% | -19.5% | -22.2% |
| 3M | -12.3% | +0.8% | -13.1% | -12.2% |
| 6M | -24.3% | -2.7% | -21.6% | -23.9% |
| YTD | -22.8% | -11.2% | -11.6% | -22.3% |
| All | -29.8% | -1.6% | -28.3% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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