-7.2%
SYK vs AVTR
-26.6%
+19.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -12.3% | -2.0% | -10.3% | -12.1% |
| 30D | -22.4% | +8.1% | -30.5% | -23.3% |
| 3M | -12.3% | +54.2% | -66.5% | -17.4% |
| 6M | -24.3% | +82.6% | -106.9% | -30.5% |
| YTD | -22.8% | +29.8% | -52.6% | -25.9% |
| 1Y | -28.8% | +18.0% | -46.8% | -31.5% |
| All | -7.2% | -26.6% | +19.4% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 3y: compounded portfolio wealth divided by compounded AVTR 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…
3y analysis · Full analysis span regression · 6 months rolling