+167.6%
SYK vs AMT
+103.9%
+63.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.4% |
| 7D | -12.3% | -2.7% | -9.6% | -11.3% |
| 30D | -22.4% | +2.0% | -24.5% | -23.1% |
| 3M | -12.3% | -9.3% | -3.1% | -9.0% |
| 6M | -24.3% | -5.2% | -19.1% | -23.1% |
| YTD | -22.8% | +0.5% | -23.2% | -23.8% |
| 1Y | -28.8% | -7.3% | -21.5% | -27.4% |
| 3Y | -4.0% | +6.2% | -10.2% | -11.7% |
| 5Y | +3.8% | -31.2% | +35.0% | +17.1% |
| All | +167.6% | +103.9% | +63.7% | +98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 10y: compounded portfolio wealth divided by compounded AMT 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…
10y analysis · Full analysis span regression · 6 months rolling