+6,370.3%
AMD vs SYF
+221.7%
+6,148.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.4% | +11.5% | +11.2% |
| 7D | -11.0% | -1.7% | -9.4% | -10.5% |
| 30D | -30.5% | +3.0% | -33.5% | -31.3% |
| 3M | -8.2% | -5.8% | -2.4% | -6.3% |
| 6M | +6.6% | -1.0% | +7.6% | +6.1% |
| YTD | +109.7% | -10.1% | +119.8% | +115.3% |
| 1Y | +88.9% | +2.0% | +86.9% | +84.3% |
| 3Y | +301.8% | +164.5% | +137.4% | +166.7% |
| 5Y | +229.4% | +67.5% | +161.8% | +151.0% |
| All | +6,370.3% | +221.7% | +6,148.6% | +4,693.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling