+3,227.7%
SYK vs AU
+751.1%
+2,476.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.3% | +2.3% | -1.7% |
| 7D | -12.3% | -7.0% | -5.4% | -12.0% |
| 30D | -22.4% | +7.3% | -29.7% | -22.8% |
| 3M | -12.3% | +33.2% | -45.6% | -13.9% |
| 6M | -24.3% | -0.6% | -23.7% | -24.7% |
| YTD | -22.8% | +26.2% | -48.9% | -24.4% |
| 1Y | -28.8% | +68.3% | -97.0% | -31.6% |
| 3Y | -4.0% | +592.1% | -596.1% | -16.3% |
| 5Y | +3.8% | +685.3% | -681.4% | -11.0% |
| 10Y | +172.8% | +682.5% | -509.7% | +126.3% |
| All | +3,227.7% | +751.1% | +2,476.6% | +2,561.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling