+242.5%
AMKR vs SYF
+178.4%
+64.0%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -3.2% |
| 7D | +10.0% | -2.0% | +12.0% | +11.3% |
| 30D | -19.4% | +1.2% | -20.6% | -20.2% |
| 3M | -37.4% | -9.4% | -28.0% | -34.1% |
| 6M | -51.5% | +4.4% | -55.9% | -53.4% |
| YTD | -8.1% | -11.9% | +3.8% | -3.3% |
| 1Y | +13.8% | -0.4% | +14.2% | +11.9% |
| 3Y | +59.4% | +159.6% | -100.2% | -9.8% |
| 5Y | +65.9% | +60.9% | +5.0% | +17.5% |
| All | +242.5% | +178.4% | +64.0% | +62.5% |
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 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