-24.3%
SYK vs AME
+4.4%
-28.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.9% |
| 7D | -12.3% | 0.0% | -12.3% | -12.3% |
| 30D | -22.4% | -8.6% | -13.8% | -21.6% |
| 3M | -12.3% | +5.8% | -18.1% | -14.9% |
| 6M | -24.3% | +3.8% | -28.1% | -26.1% |
| All | -24.3% | +4.4% | -28.7% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 6mo: compounded portfolio wealth divided by compounded AME 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…
6mo analysis · Full analysis span regression · 6 months rolling