-16.9%
SYK vs AS
+114.1%
-131.0%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -2.8% | -6.0% | -8.4% |
| 7D | -12.9% | -2.6% | -10.3% | -12.6% |
| 30D | -18.5% | -22.1% | +3.7% | -15.9% |
| 3M | -8.1% | -15.3% | +7.2% | -6.2% |
| 6M | -23.8% | -15.6% | -8.2% | -22.4% |
| YTD | -20.9% | -23.2% | +2.3% | -18.7% |
| 1Y | -29.0% | -21.7% | -7.3% | -27.3% |
| All | -16.9% | +114.1% | -131.0% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling