+4.7%
SYK vs AMC
-99.5%
+104.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | -0.3% |
| 7D | -11.8% | -6.8% | -5.0% | -11.6% |
| 30D | -20.4% | +1.7% | -22.0% | -20.4% |
| 3M | -12.1% | +26.8% | -38.9% | -13.1% |
| 6M | -24.3% | +117.7% | -142.0% | -26.7% |
| YTD | -21.2% | +57.7% | -78.9% | -23.1% |
| 1Y | -29.2% | -12.5% | -16.7% | -29.6% |
| 3Y | -2.1% | -65.7% | +63.7% | -1.4% |
| 5Y | +4.7% | -99.5% | +104.2% | +21.0% |
| All | +4.7% | -99.5% | +104.2% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling