+5.0%
SYK vs AU
+682.2%
-677.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.3% | +2.3% | -1.7% |
| 7D | -12.3% | -7.0% | -5.4% | -11.9% |
| 30D | -22.4% | +7.3% | -29.7% | -22.9% |
| 3M | -12.3% | +33.2% | -45.6% | -14.1% |
| 6M | -24.3% | -0.6% | -23.7% | -24.7% |
| YTD | -22.8% | +26.2% | -48.9% | -24.7% |
| 1Y | -28.8% | +68.3% | -97.0% | -32.2% |
| 3Y | -4.0% | +592.1% | -596.1% | -21.4% |
| All | +5.0% | +682.2% | -677.2% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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