-7.2%
SYK vs AMT
+6.3%
-13.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.7% |
| 7D | -12.3% | -2.7% | -9.6% | -11.9% |
| 30D | -22.4% | +2.0% | -24.5% | -22.7% |
| 3M | -12.3% | -9.3% | -3.1% | -10.9% |
| 6M | -24.3% | -5.2% | -19.1% | -23.8% |
| YTD | -22.8% | +0.5% | -23.2% | -23.1% |
| 1Y | -28.8% | -7.3% | -21.5% | -28.1% |
| All | -7.2% | +6.3% | -13.5% | -4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling