+22,282.0%
SYK vs AME
+18,433.7%
+3,848.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.7% |
| 7D | -12.3% | 0.0% | -12.3% | -12.3% |
| 30D | -22.4% | -8.6% | -13.8% | -20.1% |
| 3M | -12.3% | +5.8% | -18.1% | -14.3% |
| 6M | -24.3% | +3.8% | -28.1% | -25.7% |
| YTD | -22.8% | +14.4% | -37.2% | -26.7% |
| 1Y | -28.8% | +25.8% | -54.6% | -34.8% |
| 3Y | -4.0% | +55.2% | -59.1% | -19.1% |
| 5Y | +3.8% | +85.5% | -81.7% | -17.5% |
| 10Y | +172.8% | +424.0% | -251.2% | +59.1% |
| All | +22,282.0% | +18,433.7% | +3,848.2% | +5,175.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling