+219.0%
AZN vs SYF
+333.7%
-114.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.4% |
| 7D | -1.5% | +2.6% | -4.1% | -1.8% |
| 30D | -0.9% | 0.0% | -0.9% | -0.9% |
| 3M | -11.8% | +11.9% | -23.8% | -13.2% |
| 6M | -17.6% | +18.9% | -36.5% | -19.5% |
| YTD | -12.0% | -4.6% | -7.5% | -11.9% |
| 1Y | -0.9% | +6.4% | -7.2% | -2.2% |
| 3Y | +23.7% | +167.2% | -143.5% | +6.0% |
| 5Y | +54.5% | +92.3% | -37.8% | +35.7% |
| 10Y | +218.2% | +263.2% | -45.0% | +136.6% |
| All | +219.0% | +333.7% | -114.8% | +123.4% |
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 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