+282.7%
AG vs SYF
+160.5%
+122.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.5% |
| 7D | -0.1% | -1.3% | +1.2% | +0.2% |
| 30D | +12.5% | -1.1% | +13.5% | +12.7% |
| 3M | +28.2% | +7.4% | +20.8% | +26.0% |
| 6M | -18.8% | +16.2% | -35.0% | -21.4% |
| YTD | +27.4% | -6.1% | +33.5% | +27.8% |
| 1Y | +132.2% | +3.4% | +128.8% | +128.7% |
| All | +282.7% | +160.5% | +122.2% | +196.5% |
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