-29.2%
SYK vs AS
-24.2%
-5.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | +0.1% |
| 7D | -11.8% | -2.8% | -9.0% | -11.4% |
| 30D | -20.4% | -23.2% | +2.9% | -17.5% |
| 3M | -12.1% | -20.1% | +8.0% | -9.4% |
| 6M | -24.3% | -18.5% | -5.8% | -22.4% |
| YTD | -21.2% | -25.6% | +4.4% | -18.7% |
| 1Y | -29.2% | -24.4% | -4.8% | -27.8% |
| All | -29.2% | -24.2% | -5.0% | -27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling