+698.2%
APO vs SYF
+306.8%
+391.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | +0.8% | -2.1% | +2.9% | +2.0% |
| 30D | +1.0% | +2.5% | -1.5% | -0.3% |
| 3M | -8.4% | -6.3% | -2.1% | -5.3% |
| 6M | -9.1% | -1.5% | -7.7% | -9.2% |
| YTD | -18.3% | -10.5% | -7.8% | -14.3% |
| 1Y | -8.0% | +1.5% | -9.5% | -9.8% |
| 3Y | +47.1% | +163.3% | -116.2% | -12.5% |
| 5Y | +67.2% | +66.8% | +0.4% | +20.8% |
| 10Y | +871.8% | +228.5% | +643.3% | +333.2% |
| All | +698.2% | +306.8% | +391.4% | +236.5% |
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 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