+11.4%
SYK vs AUR
-36.7%
+48.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.7% | -1.8% |
| 7D | -12.3% | +0.2% | -12.5% | -12.4% |
| 30D | -22.4% | -8.9% | -13.5% | -22.1% |
| 3M | -12.3% | +4.6% | -17.0% | -12.9% |
| 6M | -24.3% | +44.9% | -69.2% | -26.8% |
| YTD | -22.8% | +64.8% | -87.6% | -26.2% |
| 1Y | -28.8% | +16.4% | -45.1% | -30.5% |
| 3Y | -4.0% | +85.1% | -89.1% | -15.1% |
| 5Y | +3.8% | -36.1% | +40.0% | -9.2% |
| All | +11.4% | -36.7% | +48.1% | -2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling