+378.1%
SYK vs AMC
-98.1%
+476.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.3% | -5.9% | -1.7% |
| 7D | -8.3% | +2.3% | -10.7% | -8.4% |
| 30D | -10.1% | -0.7% | -9.3% | -10.1% |
| 3M | +0.9% | +35.2% | -34.3% | -0.1% |
| 6M | -20.2% | +124.6% | -144.8% | -22.1% |
| YTD | -13.3% | +69.9% | -83.2% | -14.9% |
| 1Y | -22.3% | -2.6% | -19.8% | -22.9% |
| 3Y | +9.7% | -79.8% | +89.5% | +11.0% |
| 5Y | +15.4% | -99.4% | +114.8% | +23.0% |
| 10Y | +192.9% | -98.9% | +291.7% | +164.1% |
| All | +378.1% | -98.1% | +476.2% | +296.5% |
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