-99.9%
AMIX vs SYF
+96.6%
-196.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.3% | -4.3% | -5.0% |
| 7D | -25.5% | -3.8% | -21.7% | -24.0% |
| 30D | -56.2% | +2.6% | -58.8% | -56.9% |
| 3M | -87.4% | -6.5% | -80.9% | -87.0% |
| 6M | -80.9% | +0.8% | -81.7% | -81.0% |
| YTD | -86.8% | -10.1% | -76.7% | -86.5% |
| 1Y | -91.3% | +0.8% | -92.2% | -91.5% |
| All | -99.9% | +96.6% | -196.5% | -100.0% |
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