+218.5%
SYF vs AMBA
-0.9%
+219.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.1% | -6.6% | -1.9% |
| 7D | -2.1% | -7.2% | +5.1% | -0.5% |
| 30D | +2.5% | -10.4% | +12.9% | +4.7% |
| 3M | -6.3% | -30.1% | +23.9% | +1.2% |
| 6M | -1.5% | -22.4% | +21.0% | -1.3% |
| YTD | -10.5% | -17.3% | +6.8% | -12.8% |
| 1Y | +1.5% | -35.4% | +36.9% | +4.7% |
| 3Y | +163.3% | +18.6% | +144.7% | +116.5% |
| 5Y | +66.8% | -69.8% | +136.6% | +75.8% |
| All | +218.5% | -0.9% | +219.3% | +112.3% |
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