-1.7%
SYK vs AS
+142.2%
-144.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.2% | -0.5% |
| 7D | +6.2% | +5.8% | +0.3% | +5.3% |
| 30D | +17.5% | +15.4% | +2.1% | +15.2% |
| 3M | -3.6% | -11.9% | +8.3% | -2.3% |
| 6M | +14.8% | -9.9% | +24.7% | +15.8% |
| YTD | -6.5% | -13.1% | +6.6% | -5.6% |
| 1Y | -7.5% | +9.9% | -17.4% | -9.3% |
| All | -1.7% | +142.2% | -144.0% | -10.5% |
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