+180.0%
SYF vs AMBA
+7.9%
+172.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | -0.4% |
| 7D | -3.6% | +2.6% | -6.2% | -4.4% |
| 30D | -1.7% | -3.6% | +1.9% | -1.3% |
| 3M | -7.8% | -24.6% | +16.8% | -2.3% |
| 6M | +3.4% | -21.6% | +25.0% | +3.5% |
| YTD | -12.2% | -11.8% | -0.4% | -15.8% |
| 1Y | -1.6% | -33.2% | +31.6% | +0.8% |
| 3Y | +157.8% | +24.5% | +133.3% | +109.6% |
| 5Y | +61.9% | -67.7% | +129.6% | +68.0% |
| 10Y | +180.0% | +4.7% | +175.3% | +84.0% |
| All | +180.0% | +7.9% | +172.2% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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