+955.2%
APH vs SYF
+196.3%
+758.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.1% | -0.2% |
| 7D | -5.0% | -4.2% | -0.8% | -3.6% |
| 30D | -8.4% | -1.1% | -7.3% | -8.1% |
| 3M | -4.5% | -7.9% | +3.4% | -2.0% |
| 6M | +25.3% | -1.1% | +26.4% | +24.9% |
| YTD | +18.9% | -12.6% | +31.5% | +22.7% |
| 1Y | +11.9% | -2.4% | +14.3% | +11.0% |
| 3Y | +278.0% | +156.6% | +121.3% | +159.1% |
| 5Y | +306.4% | +61.9% | +244.5% | +216.2% |
| 10Y | +955.2% | +186.5% | +768.7% | +533.3% |
| All | +955.2% | +196.3% | +758.9% | +533.3% |
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