+163.3%
SYF vs AMBA
+16.7%
+146.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.1% | -6.6% | -1.7% |
| 7D | -2.1% | -7.2% | +5.1% | -0.8% |
| 30D | +2.5% | -10.4% | +12.9% | +4.4% |
| 3M | -6.3% | -30.1% | +23.9% | +0.2% |
| 6M | -1.5% | -22.4% | +21.0% | -1.6% |
| YTD | -10.5% | -17.3% | +6.8% | -13.4% |
| 1Y | +1.5% | -35.4% | +36.9% | +4.5% |
| 3Y | +163.3% | +18.6% | +144.7% | +103.9% |
| All | +163.3% | +16.7% | +146.5% | +103.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling