+628.3%
APH vs SYF
+340.9%
+287.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +3.7% | -51.5% | -49.0% |
| 7D | -48.7% | 0.0% | -48.7% | -49.3% |
| 30D | -51.9% | +0.8% | -52.8% | -52.6% |
| 3M | -43.6% | +13.4% | -57.0% | -46.8% |
| 6M | -37.5% | +16.3% | -53.9% | -41.7% |
| YTD | -38.6% | -3.0% | -35.6% | -39.5% |
| 1Y | -26.3% | +5.7% | -32.0% | -29.7% |
| 3Y | +89.2% | +160.1% | -70.9% | +28.6% |
| 5Y | +119.8% | +88.5% | +31.3% | +61.3% |
| 10Y | +454.3% | +263.1% | +191.2% | +193.9% |
| All | +628.3% | +340.9% | +287.4% | +264.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling