-18.8%
SYK vs AS
+104.6%
-123.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.8% |
| 7D | -12.3% | -3.9% | -8.5% | -11.9% |
| 30D | -22.4% | -19.0% | -3.4% | -20.3% |
| 3M | -12.3% | -18.8% | +6.5% | -10.1% |
| 6M | -24.3% | -21.0% | -3.3% | -22.3% |
| YTD | -22.8% | -26.6% | +3.8% | -20.2% |
| 1Y | -28.8% | -25.3% | -3.4% | -26.7% |
| All | -18.8% | +104.6% | -123.4% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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