+5.0%
SYK vs APA
+172.0%
-167.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.9% |
| 7D | -12.3% | +0.8% | -13.1% | -12.4% |
| 30D | -22.4% | +9.6% | -32.1% | -23.1% |
| 3M | -12.3% | +18.0% | -30.3% | -13.7% |
| 6M | -24.3% | +41.9% | -66.2% | -27.2% |
| YTD | -22.8% | +86.3% | -109.1% | -27.9% |
| 1Y | -28.8% | +97.9% | -126.6% | -34.2% |
| 3Y | -4.0% | +12.8% | -16.8% | -7.5% |
| All | +5.0% | +172.0% | -167.0% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling