-5.3%
SYK vs AR
+14.7%
-20.0%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -6.3% | +15.6% | +8.7% |
| 7D | +11.7% | -11.1% | +22.8% | +10.7% |
| 30D | +19.1% | +7.9% | +11.2% | +18.9% |
| 3M | +1.4% | +4.9% | -3.5% | +1.1% |
| 6M | +17.4% | -5.3% | +22.8% | +16.6% |
| YTD | -2.5% | +8.6% | -11.2% | -2.9% |
| 1Y | -5.3% | +13.7% | -19.0% | -6.5% |
| All | -5.3% | +14.7% | -20.0% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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