-51.3%
ACHR vs SYF
+147.3%
-198.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.7% | +2.9% |
| 7D | +18.0% | -3.6% | +21.5% | +20.6% |
| 30D | +3.6% | -1.7% | +5.4% | +4.8% |
| 3M | -28.4% | -7.8% | -20.6% | -25.0% |
| 6M | -25.7% | +3.4% | -29.1% | -28.1% |
| YTD | -35.4% | -12.2% | -23.2% | -31.2% |
| 1Y | -45.6% | -1.6% | -44.1% | -46.1% |
| 3Y | -2.2% | +157.8% | -160.0% | -43.5% |
| 5Y | -20.3% | +61.9% | -82.2% | -47.9% |
| All | -51.3% | +147.3% | -198.6% | -70.7% |
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 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