+416.0%
AAOI vs SYF
+258.4%
+157.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.7% |
| 7D | -0.2% | -4.9% | +4.8% | +2.2% |
| 30D | -23.7% | -4.3% | -19.4% | -22.3% |
| 3M | -39.0% | +5.5% | -44.5% | -40.8% |
| 6M | -17.0% | +17.5% | -34.6% | -24.2% |
| YTD | +202.2% | -7.8% | +210.0% | +203.4% |
| 1Y | +292.4% | +1.6% | +290.8% | +279.1% |
| 3Y | +804.4% | +154.8% | +649.6% | +517.8% |
| 5Y | +1,318.0% | +79.5% | +1,238.6% | +955.8% |
| All | +416.0% | +258.4% | +157.6% | +158.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling