+66.5%
SYF vs AMBA
-70.4%
+136.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.1% | -6.6% | -1.8% |
| 7D | -2.1% | -7.2% | +5.1% | -0.6% |
| 30D | +2.5% | -10.4% | +12.9% | +4.6% |
| 3M | -6.3% | -30.1% | +23.9% | +0.8% |
| 6M | -1.5% | -22.4% | +21.0% | -1.4% |
| YTD | -10.5% | -17.3% | +6.8% | -13.0% |
| 1Y | +1.5% | -35.4% | +36.9% | +4.6% |
| 3Y | +163.3% | +18.6% | +144.7% | +114.3% |
| All | +66.5% | -70.4% | +136.9% | +56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling