+58.4%
SYK vs AVTR
+1.1%
+57.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -12.3% | -2.0% | -10.3% | -11.9% |
| 30D | -22.4% | +8.1% | -30.5% | -24.1% |
| 3M | -12.3% | +54.2% | -66.5% | -22.4% |
| 6M | -24.3% | +82.6% | -106.9% | -36.4% |
| YTD | -22.8% | +29.8% | -52.6% | -29.3% |
| 1Y | -28.8% | +18.0% | -46.8% | -34.4% |
| 3Y | -4.0% | -26.4% | +22.5% | -2.7% |
| 5Y | +3.8% | -64.8% | +68.7% | +32.7% |
| All | +58.4% | +1.1% | +57.3% | +30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling