-7.2%
SYK vs AMC
-68.2%
+61.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | -1.9% |
| 7D | -12.3% | -7.1% | -5.2% | -12.3% |
| 30D | -22.4% | -1.7% | -20.8% | -22.4% |
| 3M | -12.3% | +13.5% | -25.8% | -12.5% |
| 6M | -24.3% | +112.6% | -136.9% | -24.7% |
| YTD | -22.8% | +51.3% | -74.0% | -23.1% |
| 1Y | -28.8% | -14.5% | -14.3% | -29.1% |
| All | -7.2% | -68.2% | +61.0% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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