+308.6%
SYF vs AMC
-98.2%
+406.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -12.5% | +11.2% | -0.7% |
| 7D | -3.8% | 0.0% | -3.8% | -3.8% |
| 30D | +2.6% | +4.4% | -1.8% | +2.4% |
| 3M | -6.5% | +15.4% | -21.9% | -7.4% |
| 6M | +0.8% | +93.7% | -92.9% | -3.2% |
| YTD | -10.1% | +97.4% | -107.5% | -14.1% |
| 1Y | +0.8% | +23.2% | -22.4% | -1.6% |
| 3Y | +158.8% | -71.3% | +230.1% | +162.1% |
| 5Y | +67.5% | -99.3% | +166.8% | +86.6% |
| 10Y | +230.0% | -98.7% | +328.7% | +197.5% |
| All | +308.6% | -98.2% | +406.8% | +238.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 all: compounded portfolio wealth divided by compounded AMC 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…
all analysis · Full analysis span regression · 6 months rolling