+389.9%
SYK vs AMC
-97.6%
+487.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.8% |
| 7D | -5.0% | +3.5% | -8.5% | -5.1% |
| 30D | +9.9% | +12.5% | -2.5% | +9.6% |
| 3M | -8.9% | +23.6% | -32.5% | -9.5% |
| 6M | +3.1% | +144.4% | -141.3% | +0.5% |
| YTD | -11.1% | +108.3% | -119.5% | -13.2% |
| 1Y | -16.2% | +38.9% | -55.1% | -17.4% |
| 3Y | +13.2% | -58.9% | +72.0% | +12.9% |
| 5Y | +23.5% | -99.2% | +122.7% | +30.7% |
| 10Y | +213.3% | -98.8% | +312.1% | +186.6% |
| All | +389.9% | -97.6% | +487.5% | +304.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling