-22.3%
SYK vs APTV
-39.9%
+17.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.1% | -4.6% | -1.7% |
| 7D | -8.3% | +4.8% | -13.1% | -8.5% |
| 30D | -10.1% | +2.0% | -12.1% | -10.1% |
| 3M | +0.9% | -34.2% | +35.1% | +1.1% |
| 6M | -20.2% | -34.7% | +14.5% | -19.5% |
| YTD | -13.3% | -37.0% | +23.7% | -13.1% |
| 1Y | -22.3% | -40.4% | +18.1% | -24.2% |
| All | -22.3% | -39.9% | +17.6% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 1y: compounded portfolio wealth divided by compounded APTV 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…
1y analysis · Full analysis span regression · 6 months rolling