-7.2%
SYK vs AON
-5.9%
-1.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.2% |
| 7D | -12.3% | -5.9% | -6.5% | -10.8% |
| 30D | -22.4% | -13.7% | -8.8% | -19.2% |
| 3M | -12.3% | -8.3% | -4.1% | -10.0% |
| 6M | -24.3% | -3.6% | -20.7% | -23.3% |
| YTD | -22.8% | -12.4% | -10.4% | -20.1% |
| 1Y | -28.8% | -14.6% | -14.1% | -25.8% |
| All | -7.2% | -5.9% | -1.3% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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