+65.8%
AMGN vs SYF
+170.1%
-104.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.6% | -8.5% | -9.8% |
| 7D | -10.3% | +2.6% | -12.9% | -10.6% |
| 30D | -3.8% | 0.0% | -3.8% | -3.8% |
| 3M | +14.4% | +11.9% | +2.5% | +12.5% |
| 6M | +7.8% | +18.9% | -11.1% | +5.1% |
| YTD | +22.6% | -4.6% | +27.2% | +22.7% |
| 1Y | +44.2% | +6.4% | +37.8% | +42.0% |
| 3Y | +65.8% | +167.2% | -101.4% | +40.5% |
| All | +65.8% | +170.1% | -104.3% | +40.5% |
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 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