+98.6%
AG vs SYF
+333.7%
-235.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.8% |
| 7D | +4.5% | +2.6% | +1.9% | +4.1% |
| 30D | +12.9% | 0.0% | +12.8% | +12.8% |
| 3M | +20.9% | +11.9% | +9.0% | +18.8% |
| 6M | -19.5% | +18.9% | -38.4% | -21.7% |
| YTD | +24.8% | -4.6% | +29.4% | +25.3% |
| 1Y | +120.2% | +6.4% | +113.9% | +117.3% |
| 3Y | +279.0% | +167.2% | +111.8% | +220.0% |
| 5Y | +67.9% | +92.3% | -24.4% | +45.4% |
| 10Y | +57.5% | +263.2% | -205.7% | +18.7% |
| All | +98.6% | +333.7% | -235.1% | +52.5% |
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 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