+482.0%
AMKR vs SYF
+340.9%
+141.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | 0.0% | +2.4% | -2.4% | -1.4% |
| 30D | -11.1% | +0.8% | -12.0% | -11.5% |
| 3M | -35.2% | +13.4% | -48.6% | -40.1% |
| 6M | +4.9% | +16.3% | -11.5% | -4.5% |
| YTD | +21.6% | -3.0% | +24.6% | +21.8% |
| 1Y | +98.0% | +5.7% | +92.3% | +89.1% |
| 3Y | +77.8% | +160.1% | -82.3% | +1.2% |
| 5Y | +79.9% | +88.5% | -8.6% | +17.2% |
| 10Y | +456.9% | +263.1% | +193.8% | +124.8% |
| All | +482.0% | +340.9% | +141.1% | +117.9% |
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 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