+162.4%
ADM vs SYF
+259.8%
-97.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.3% |
| 7D | -0.1% | +2.6% | -2.7% | -0.7% |
| 30D | +11.0% | 0.0% | +11.0% | +10.9% |
| 3M | +6.0% | +11.9% | -5.9% | +2.3% |
| 6M | +26.9% | +18.9% | +8.0% | +19.9% |
| YTD | +50.0% | -4.6% | +54.6% | +49.5% |
| 1Y | +39.6% | +6.4% | +33.2% | +34.5% |
| 3Y | +18.5% | +167.2% | -148.6% | -16.2% |
| 5Y | +62.6% | +92.3% | -29.8% | +22.4% |
| 10Y | +162.4% | +263.2% | -100.8% | +53.9% |
| All | +162.4% | +259.8% | -97.3% | +53.9% |
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