+261.9%
AMD vs SYF
+159.7%
+102.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -1.3% | -16.0% | -16.7% |
| 7D | -28.6% | -3.8% | -24.8% | -27.3% |
| 30D | -37.7% | +2.6% | -40.4% | -38.5% |
| 3M | -16.1% | -6.5% | -9.6% | -13.7% |
| 6M | +13.8% | +0.8% | +13.0% | +12.4% |
| YTD | +88.8% | -10.1% | +98.9% | +94.4% |
| 1Y | +57.8% | +0.8% | +56.9% | +53.2% |
| All | +261.9% | +159.7% | +102.2% | +152.6% |
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