-5.3%
SYK vs AUR
-10.8%
+5.6%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.4% |
| 7D | +7.5% | -8.5% | +16.0% | +7.1% |
| 30D | +20.4% | -29.9% | +50.4% | +19.1% |
| 3M | -0.3% | -39.8% | +39.5% | -1.8% |
| 6M | +14.2% | -38.3% | +52.4% | +12.3% |
| YTD | -3.8% | +4.9% | -8.8% | -7.1% |
| 1Y | -5.3% | -9.6% | +4.4% | -8.9% |
| All | -5.3% | -10.8% | +5.6% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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