+142.4%
AMT vs SYF
+178.4%
-36.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | +1.5% | -2.0% | +3.5% | +1.8% |
| 30D | +6.8% | +1.2% | +5.6% | +6.6% |
| 3M | +11.2% | -9.4% | +20.6% | +12.6% |
| 6M | +12.5% | +4.4% | +8.1% | +11.3% |
| YTD | +12.5% | -11.9% | +24.4% | +13.8% |
| 1Y | +10.1% | -0.4% | +10.5% | +9.2% |
| 3Y | +16.0% | +159.6% | -143.5% | -7.1% |
| 5Y | -17.2% | +60.9% | -78.0% | -28.6% |
| All | +142.4% | +178.4% | -36.0% | +69.5% |
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