+385.1%
AMGN vs SYF
+340.9%
+44.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.6% | -1.6% |
| 7D | +1.1% | +2.4% | -1.3% | +0.7% |
| 30D | +7.8% | +0.8% | +7.0% | +7.6% |
| 3M | +27.3% | +13.4% | +13.9% | +24.3% |
| 6M | +16.8% | +16.3% | +0.5% | +13.4% |
| YTD | +36.3% | -3.0% | +39.3% | +36.2% |
| 1Y | +60.4% | +5.7% | +54.7% | +57.6% |
| 3Y | +86.3% | +160.1% | -73.8% | +52.6% |
| 5Y | +125.7% | +88.5% | +37.1% | +91.5% |
| 10Y | +247.0% | +263.1% | -16.0% | +134.8% |
| All | +385.1% | +340.9% | +44.2% | +225.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling