+1,055.9%
APH vs SYF
+267.3%
+788.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | +5.0% | +2.4% | +2.6% | +4.1% |
| 30D | -3.9% | +0.8% | -4.7% | -4.2% |
| 3M | +13.0% | +13.4% | -0.4% | +7.6% |
| 6M | +25.2% | +16.3% | +8.8% | +18.1% |
| YTD | +22.9% | -3.0% | +25.9% | +22.6% |
| 1Y | +47.8% | +5.7% | +42.1% | +42.5% |
| 3Y | +283.0% | +160.1% | +122.9% | +161.9% |
| 5Y | +349.7% | +88.5% | +261.1% | +232.3% |
| All | +1,055.9% | +267.3% | +788.6% | +528.0% |
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 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