+7,765.4%
AMD vs SYF
+178.4%
+7,587.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.8% | -9.6% | -9.1% |
| 7D | +18.9% | -2.0% | +21.0% | +19.8% |
| 30D | -6.4% | +1.2% | -7.6% | -7.0% |
| 3M | +10.6% | -9.4% | +19.9% | +14.6% |
| 6M | +19.9% | +4.4% | +15.5% | +16.9% |
| YTD | +149.4% | -11.9% | +161.3% | +157.9% |
| 1Y | +115.4% | -0.4% | +115.8% | +111.7% |
| 3Y | +357.3% | +159.6% | +197.7% | +204.5% |
| 5Y | +261.1% | +60.9% | +200.2% | +178.2% |
| All | +7,765.4% | +178.4% | +7,587.0% | +5,330.7% |
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 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