+493.9%
SYK vs AVAV
+495.1%
-1.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.9% | -11.7% | -9.2% |
| 7D | -12.9% | +3.2% | -16.1% | -13.3% |
| 30D | -18.5% | -20.3% | +1.9% | -16.1% |
| 3M | -8.1% | -19.4% | +11.4% | -6.5% |
| 6M | -23.8% | -35.3% | +11.5% | -20.8% |
| YTD | -20.9% | -38.5% | +17.6% | -18.5% |
| 1Y | -29.0% | -37.2% | +8.2% | -27.9% |
| 3Y | -1.7% | +31.1% | -32.8% | -14.8% |
| 5Y | +4.0% | +41.0% | -37.1% | -14.3% |
| 10Y | +168.8% | +508.8% | -340.0% | +64.8% |
| All | +493.9% | +495.1% | -1.2% | +217.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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