-59.6%
ACHR vs SYF
+148.1%
-207.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.8% | -7.8% | -7.4% |
| 7D | -9.2% | -2.0% | -7.2% | -8.1% |
| 30D | -1.0% | +1.2% | -2.2% | -1.8% |
| 3M | -42.2% | -9.4% | -32.8% | -38.7% |
| 6M | -38.2% | +4.4% | -42.6% | -40.5% |
| YTD | -46.4% | -11.9% | -34.5% | -43.1% |
| 1Y | -49.4% | -0.4% | -49.0% | -50.2% |
| 3Y | -22.5% | +159.6% | -182.1% | -55.4% |
| 5Y | -29.8% | +60.9% | -90.7% | -54.1% |
| All | -59.6% | +148.1% | -207.7% | -75.7% |
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