-44.8%
ACHR vs SYF
+164.4%
-209.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.6% | -4.0% | -4.7% |
| 7D | -2.7% | -1.3% | -1.3% | -1.8% |
| 30D | -12.1% | -1.1% | -11.1% | -11.5% |
| 3M | +3.4% | +7.4% | -4.0% | -1.5% |
| 6M | -15.6% | +16.2% | -31.9% | -23.7% |
| YTD | -26.9% | -6.1% | -20.7% | -25.1% |
| 1Y | -34.8% | +3.4% | -38.1% | -36.9% |
| 3Y | -19.2% | +162.9% | -182.1% | -54.1% |
| 5Y | -43.8% | +85.6% | -129.3% | -65.0% |
| All | -44.8% | +164.4% | -209.2% | -68.0% |
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