-99.9%
AMIX vs SYF
+91.2%
-191.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.1% | +10.9% | +9.8% |
| 7D | +11.4% | -4.2% | +15.6% | +13.7% |
| 30D | -40.5% | -1.1% | -39.5% | -40.4% |
| 3M | -80.1% | -7.9% | -72.2% | -79.3% |
| 6M | -74.8% | -1.1% | -73.7% | -74.7% |
| YTD | -84.0% | -12.6% | -71.4% | -83.3% |
| 1Y | -89.7% | -2.4% | -87.3% | -89.8% |
| All | -99.9% | +91.2% | -191.1% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling