+167.6%
SYK vs AR
+44.6%
+123.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -12.3% | -1.3% | -11.0% | -12.2% |
| 30D | -22.4% | +3.5% | -26.0% | -22.7% |
| 3M | -12.3% | +9.9% | -22.2% | -13.2% |
| 6M | -24.3% | +4.5% | -28.8% | -24.8% |
| YTD | -22.8% | +13.7% | -36.4% | -24.0% |
| 1Y | -28.8% | +19.2% | -48.0% | -30.4% |
| 3Y | -4.0% | +46.2% | -50.1% | -9.0% |
| 5Y | +3.8% | +145.9% | -142.0% | -7.6% |
| All | +167.6% | +44.6% | +123.0% | +116.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling