+112.0%
AMGN vs SYF
+89.2%
+22.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.3% |
| 7D | -11.6% | -1.3% | -10.3% | -11.5% |
| 30D | -5.7% | -1.1% | -4.6% | -5.5% |
| 3M | +14.2% | +7.4% | +6.8% | +13.0% |
| 6M | +5.2% | +16.2% | -11.0% | +3.0% |
| YTD | +22.0% | -6.1% | +28.1% | +22.4% |
| 1Y | +43.6% | +3.4% | +40.3% | +42.2% |
| 3Y | +65.0% | +162.9% | -97.8% | +42.9% |
| 5Y | +112.0% | +85.6% | +26.5% | +88.5% |
| All | +112.0% | +89.2% | +22.8% | +88.5% |
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