+883.4%
APH vs SYF
+221.7%
+661.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.6% | +4.3% |
| 7D | -5.9% | -2.1% | -3.8% | -5.2% |
| 30D | -14.8% | +2.5% | -17.3% | -15.6% |
| 3M | -12.4% | -6.3% | -6.2% | -10.6% |
| 6M | +8.1% | -1.5% | +9.5% | +7.9% |
| YTD | +10.9% | -10.5% | +21.5% | +13.6% |
| 1Y | +8.8% | +1.5% | +7.3% | +6.4% |
| 3Y | +262.1% | +163.3% | +98.8% | +146.5% |
| 5Y | +283.1% | +66.8% | +216.4% | +195.5% |
| All | +883.4% | +221.7% | +661.7% | +490.5% |
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