+265.6%
SYF vs AMBA
-7.1%
+272.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | +2.4% | -11.0% | +13.4% | +5.3% |
| 30D | +0.8% | -23.2% | +24.0% | +7.3% |
| 3M | +13.4% | -12.7% | +26.1% | +12.9% |
| 6M | +16.3% | +11.2% | +5.1% | +6.4% |
| YTD | -3.0% | -11.2% | +8.2% | -6.3% |
| 1Y | +5.7% | -22.5% | +28.3% | +4.2% |
| 3Y | +160.1% | -1.3% | +161.4% | +126.6% |
| 5Y | +88.5% | -54.2% | +142.7% | +78.7% |
| All | +265.6% | -7.1% | +272.6% | +150.1% |
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