-7.2%
SYK vs AR
+44.8%
-52.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -22.6% |
| 3M | -12.3% | +9.9% | -22.2% | -13.0% |
| 6M | -24.3% | +4.5% | -28.8% | -24.8% |
| YTD | -22.8% | +13.7% | -36.4% | -23.9% |
| 1Y | -28.8% | +19.2% | -48.0% | -30.4% |
| All | -7.2% | +44.8% | -52.0% | -10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling