+95.0%
AMT vs SYF
+259.8%
-164.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | +0.2% |
| 7D | -0.2% | +2.6% | -2.8% | -0.5% |
| 30D | +1.8% | 0.0% | +1.8% | +1.8% |
| 3M | -6.2% | +11.9% | -18.1% | -7.9% |
| 6M | -5.0% | +18.9% | -23.9% | -7.7% |
| YTD | +2.1% | -4.6% | +6.6% | +2.1% |
| 1Y | -5.7% | +6.4% | -12.1% | -7.4% |
| 3Y | +7.9% | +167.2% | -159.2% | -13.1% |
| 5Y | -32.3% | +92.3% | -124.7% | -43.2% |
| 10Y | +95.0% | +263.2% | -168.2% | +33.7% |
| All | +95.0% | +259.8% | -164.7% | +33.7% |
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