-5.3%
SYK vs AMCR
+32.3%
-37.6%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.3% | +6.1% | +8.5% |
| 7D | +11.7% | +6.2% | +5.5% | +10.0% |
| 30D | +19.1% | +16.0% | +3.1% | +14.8% |
| 3M | +1.4% | +4.4% | -2.9% | +0.1% |
| 6M | +17.4% | +35.5% | -18.1% | +10.8% |
| YTD | -2.5% | +21.5% | -24.1% | -7.3% |
| 1Y | -5.3% | +30.7% | -36.0% | -12.1% |
| All | -5.3% | +32.3% | -37.6% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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