+228.9%
AG vs SYF
+159.3%
+69.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.1% | -3.8% | -5.3% |
| 7D | +6.0% | -4.2% | +10.2% | +7.3% |
| 30D | -13.5% | -1.1% | -12.5% | -13.2% |
| 3M | -20.7% | -7.9% | -12.8% | -18.9% |
| 6M | -31.5% | -1.1% | -30.4% | -31.4% |
| YTD | -10.1% | -12.6% | +2.4% | -8.0% |
| 1Y | +26.0% | -2.4% | +28.4% | +26.3% |
| 3Y | +228.9% | +156.6% | +72.3% | +117.7% |
| All | +228.9% | +159.3% | +69.5% | +117.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling