+363.2%
SYK vs AR
-27.8%
+391.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.8% | -8.0% | -8.7% |
| 7D | -12.9% | -1.8% | -11.1% | -12.8% |
| 30D | -18.5% | +12.6% | -31.1% | -19.3% |
| 3M | -8.1% | +10.0% | -18.1% | -8.9% |
| 6M | -23.8% | +0.6% | -24.4% | -24.0% |
| YTD | -20.9% | +13.4% | -34.3% | -22.1% |
| 1Y | -29.0% | +21.7% | -50.7% | -30.6% |
| 3Y | -1.7% | +45.8% | -47.5% | -6.6% |
| 5Y | +4.0% | +144.3% | -140.3% | -6.9% |
| 10Y | +168.8% | +41.8% | +127.0% | +114.0% |
| All | +363.2% | -27.8% | +391.1% | +277.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling