+264.6%
AMD vs SYF
+60.4%
+204.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.8% | -9.6% | -9.2% |
| 7D | +18.9% | -2.0% | +21.0% | +20.1% |
| 30D | -6.4% | +1.2% | -7.6% | -7.3% |
| 3M | +10.6% | -9.4% | +19.9% | +15.9% |
| 6M | +19.9% | +4.4% | +15.5% | +15.6% |
| YTD | +149.4% | -11.9% | +161.3% | +160.3% |
| 1Y | +115.4% | -0.4% | +115.8% | +109.0% |
| 3Y | +357.3% | +159.6% | +197.7% | +139.6% |
| All | +264.6% | +60.4% | +204.2% | +135.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling