+64.2%
ADM vs SYF
+89.0%
-24.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +3.8% | +2.4% | +1.4% | +3.4% |
| 30D | +9.8% | +0.8% | +8.9% | +9.5% |
| 3M | +2.1% | +13.4% | -11.3% | -0.3% |
| 6M | +27.5% | +16.3% | +11.2% | +23.5% |
| YTD | +50.2% | -3.0% | +53.2% | +50.0% |
| 1Y | +40.6% | +5.7% | +34.9% | +37.7% |
| 3Y | +17.2% | +160.1% | -142.9% | -8.2% |
| All | +64.2% | +89.0% | -24.7% | +32.0% |
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 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