+114.6%
ADM vs SYF
+306.8%
-192.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -9.0% | -2.1% | -6.9% | -8.5% |
| 30D | -14.0% | +2.5% | -16.5% | -14.6% |
| 3M | -9.2% | -6.3% | -2.9% | -7.9% |
| 6M | -9.2% | -1.5% | -7.7% | -9.7% |
| YTD | +24.2% | -10.5% | +34.7% | +25.7% |
| 1Y | +27.0% | +1.5% | +25.5% | +23.7% |
| 3Y | +6.6% | +163.3% | -156.7% | -25.0% |
| 5Y | +25.0% | +66.8% | -41.8% | -2.2% |
| 10Y | +100.2% | +228.5% | -128.3% | +12.9% |
| All | +114.6% | +306.8% | -192.2% | +19.6% |
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