+206.0%
SYF vs AMBA
+12.8%
+193.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.3% | -6.0% | -2.0% |
| 7D | -4.3% | 0.0% | -4.2% | -4.5% |
| 30D | +1.0% | -8.6% | +9.6% | +2.8% |
| 3M | -6.4% | -29.0% | +22.6% | +0.6% |
| 6M | +1.0% | -19.2% | +20.2% | +0.2% |
| YTD | -10.7% | -13.0% | +2.3% | -14.1% |
| 1Y | +1.8% | -31.3% | +33.0% | +3.3% |
| 3Y | +165.8% | +28.1% | +137.7% | +114.4% |
| 5Y | +65.9% | -69.4% | +135.4% | +74.5% |
| 10Y | +206.0% | +7.6% | +198.4% | +99.9% |
| All | +206.0% | +12.8% | +193.2% | +99.9% |
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