+5.0%
SYK vs AVTR
-64.4%
+69.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -12.3% | -2.0% | -10.3% | -12.0% |
| 30D | -22.4% | +8.1% | -30.5% | -23.7% |
| 3M | -12.3% | +54.2% | -66.5% | -19.7% |
| 6M | -24.3% | +82.6% | -106.9% | -33.2% |
| YTD | -22.8% | +29.8% | -52.6% | -27.4% |
| 1Y | -28.8% | +18.0% | -46.8% | -32.8% |
| 3Y | -4.0% | -26.4% | +22.5% | -2.4% |
| All | +5.0% | -64.4% | +69.4% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling