-7.2%
SYK vs APD
+5.8%
-13.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.8% |
| 7D | -12.3% | -3.5% | -8.9% | -11.6% |
| 30D | -22.4% | -5.1% | -17.4% | -21.6% |
| 3M | -12.3% | +6.9% | -19.2% | -13.6% |
| 6M | -24.3% | +8.1% | -32.4% | -25.7% |
| YTD | -22.8% | +21.2% | -44.0% | -26.4% |
| 1Y | -28.8% | +4.9% | -33.6% | -29.8% |
| All | -7.2% | +5.8% | -13.1% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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