-24.3%
SYK vs APTV
-37.6%
+13.3%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.7% | -4.6% | -2.1% |
| 7D | -12.3% | -1.8% | -10.5% | -12.2% |
| 30D | -22.4% | -7.9% | -14.5% | -22.2% |
| 3M | -12.3% | -29.9% | +17.6% | -12.3% |
| 6M | -24.3% | -36.6% | +12.3% | -22.6% |
| All | -24.3% | -37.6% | +13.3% | -22.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling