+90.5%
APH vs SYF
+164.6%
-74.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +3.7% | -51.5% | -48.9% |
| 7D | -48.7% | 0.0% | -48.7% | -49.2% |
| 30D | -51.9% | +0.8% | -52.8% | -52.5% |
| 3M | -43.6% | +13.4% | -57.0% | -46.8% |
| 6M | -37.5% | +16.3% | -53.9% | -41.6% |
| YTD | -38.6% | -3.0% | -35.6% | -39.4% |
| 1Y | -26.3% | +5.7% | -32.0% | -29.8% |
| All | +90.5% | +164.6% | -74.1% | +32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling