+948.3%
APH vs SYF
+176.2%
+772.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | +11.1% | -3.3% | +14.4% | +12.4% |
| 30D | -7.3% | -2.2% | -5.1% | -6.7% |
| 3M | -6.2% | -9.3% | +3.2% | -3.1% |
| 6M | +24.9% | +2.1% | +22.9% | +23.1% |
| YTD | +18.4% | -12.6% | +31.1% | +22.2% |
| 1Y | +13.0% | -3.4% | +16.4% | +12.4% |
| 3Y | +276.4% | +156.5% | +119.9% | +157.9% |
| 5Y | +296.4% | +59.6% | +236.8% | +209.8% |
| All | +948.3% | +176.2% | +772.1% | +523.1% |
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