+930.0%
APH vs SYF
+178.4%
+751.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.6% | -2.0% |
| 7D | +4.9% | -2.0% | +6.9% | +5.6% |
| 30D | -5.4% | +1.2% | -6.6% | -5.9% |
| 3M | -5.5% | -9.4% | +3.9% | -2.4% |
| 6M | +25.9% | +4.4% | +21.5% | +23.0% |
| YTD | +16.4% | -11.9% | +28.3% | +19.7% |
| 1Y | +16.5% | -0.4% | +16.9% | +14.6% |
| 3Y | +270.9% | +159.6% | +111.3% | +153.0% |
| 5Y | +289.5% | +60.9% | +228.6% | +203.5% |
| All | +930.0% | +178.4% | +751.6% | +510.5% |
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