-64.2%
AAL vs SYF
+340.9%
-405.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -3.7% | +2.4% | -6.1% | -5.3% |
| 30D | -20.8% | +0.8% | -21.7% | -21.3% |
| 3M | -1.3% | +13.4% | -14.7% | -9.6% |
| 6M | +5.4% | +16.3% | -11.0% | -5.1% |
| YTD | -14.4% | -3.0% | -11.3% | -12.8% |
| 1Y | +2.1% | +5.7% | -3.6% | -2.3% |
| 3Y | -10.6% | +160.1% | -170.7% | -55.6% |
| 5Y | -32.2% | +88.5% | -120.7% | -59.2% |
| 10Y | -62.7% | +263.1% | -325.8% | -86.9% |
| All | -64.2% | +340.9% | -405.1% | -88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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