+159.5%
ADM vs SYF
+340.9%
-181.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +3.8% | +2.4% | +1.4% | +3.1% |
| 30D | +9.8% | +0.8% | +8.9% | +9.4% |
| 3M | +2.1% | +13.4% | -11.3% | -1.9% |
| 6M | +27.5% | +16.3% | +11.2% | +21.0% |
| YTD | +50.2% | -3.0% | +53.2% | +49.0% |
| 1Y | +40.6% | +5.7% | +34.9% | +35.6% |
| 3Y | +17.2% | +160.1% | -142.9% | -17.0% |
| 5Y | +61.9% | +88.5% | -26.6% | +22.2% |
| 10Y | +159.3% | +263.1% | -103.8% | +42.2% |
| All | +159.5% | +340.9% | -181.4% | +41.8% |
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