+3,343.2%
SYK vs AMT
+1,310.4%
+2,032.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.1% | -8.7% | -8.8% |
| 7D | -12.9% | -0.2% | -12.7% | -12.9% |
| 30D | -18.5% | +1.8% | -20.3% | -18.7% |
| 3M | -8.1% | -6.2% | -1.9% | -7.2% |
| 6M | -23.8% | -5.0% | -18.8% | -23.3% |
| YTD | -20.9% | +2.1% | -23.0% | -21.4% |
| 1Y | -29.0% | -5.7% | -23.2% | -28.6% |
| 3Y | -1.7% | +7.9% | -9.6% | -4.0% |
| 5Y | +4.0% | -32.3% | +36.3% | +8.5% |
| 10Y | +168.8% | +95.0% | +73.8% | +145.2% |
| All | +3,343.2% | +1,310.4% | +2,032.8% | +2,385.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling