+944.2%
APH vs SYF
+189.2%
+755.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | +0.4% | -3.6% | +4.0% | +1.7% |
| 30D | -8.0% | -1.7% | -6.3% | -7.5% |
| 3M | -5.0% | -7.8% | +2.8% | -2.5% |
| 6M | +29.9% | +3.4% | +26.5% | +27.4% |
| YTD | +18.0% | -12.2% | +30.2% | +21.5% |
| 1Y | +11.3% | -1.6% | +12.9% | +10.0% |
| 3Y | +274.9% | +157.8% | +117.2% | +156.5% |
| 5Y | +300.6% | +61.9% | +238.7% | +211.6% |
| 10Y | +944.2% | +180.0% | +764.2% | +520.4% |
| All | +944.2% | +189.2% | +755.0% | +520.4% |
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