+167.6%
SYK vs APA
-2.8%
+170.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.9% |
| 7D | -12.3% | +0.8% | -13.1% | -12.5% |
| 30D | -22.4% | +9.6% | -32.1% | -23.5% |
| 3M | -12.3% | +18.0% | -30.3% | -14.6% |
| 6M | -24.3% | +41.9% | -66.2% | -28.7% |
| YTD | -22.8% | +86.3% | -109.1% | -30.3% |
| 1Y | -28.8% | +97.9% | -126.6% | -36.6% |
| 3Y | -4.0% | +12.8% | -16.8% | -9.6% |
| 5Y | +3.8% | +177.2% | -173.4% | -18.7% |
| All | +167.6% | -2.8% | +170.4% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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