-40.4%
ACHR vs SYF
+92.3%
-132.7%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +3.2% |
| 7D | +4.9% | +2.6% | +2.2% | +3.0% |
| 30D | +4.3% | 0.0% | +4.3% | +4.2% |
| 3M | +1.7% | +11.9% | -10.2% | -6.4% |
| 6M | -6.9% | +18.9% | -25.8% | -18.1% |
| YTD | -22.5% | -4.6% | -17.9% | -21.4% |
| 1Y | -31.5% | +6.4% | -37.9% | -35.4% |
| 3Y | -14.4% | +167.2% | -181.6% | -56.3% |
| All | -40.4% | +92.3% | -132.7% | -66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling