+416.7%
AMGN vs SYF
+300.4%
+116.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | +1.1% | -2.0% | +3.2% | +1.5% |
| 30D | +9.3% | +1.2% | +8.1% | +9.0% |
| 3M | +12.1% | -9.4% | +21.5% | +13.9% |
| 6M | +40.3% | +4.4% | +35.9% | +38.7% |
| YTD | +45.2% | -11.9% | +57.1% | +47.3% |
| 1Y | +42.4% | -0.4% | +42.8% | +41.4% |
| 3Y | +91.0% | +159.6% | -68.5% | +56.4% |
| 5Y | +157.4% | +60.9% | +96.5% | +125.1% |
| 10Y | +321.0% | +180.9% | +140.1% | +207.4% |
| All | +416.7% | +300.4% | +116.3% | +252.5% |
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 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