+6,406.4%
AMD vs SYF
+263.5%
+6,142.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.1% | +4.6% | +4.7% |
| 7D | +2.6% | +2.4% | +0.2% | +1.6% |
| 30D | -0.9% | +0.8% | -1.8% | -1.3% |
| 3M | -8.7% | +13.4% | -22.1% | -13.5% |
| 6M | +136.3% | +16.3% | +120.0% | +121.6% |
| YTD | +123.0% | -3.0% | +126.0% | +122.7% |
| 1Y | +195.2% | +5.7% | +189.5% | +184.4% |
| 3Y | +336.3% | +160.1% | +176.2% | +190.9% |
| 5Y | +334.5% | +88.5% | +246.0% | +217.4% |
| All | +6,406.4% | +263.5% | +6,142.9% | +3,749.1% |
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