+306.8%
SYF vs AMC
-98.1%
+404.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.4% | -0.5% |
| 7D | -2.1% | +2.6% | -4.8% | -2.3% |
| 30D | +2.5% | +9.0% | -6.5% | +2.0% |
| 3M | -6.3% | +22.2% | -28.4% | -7.3% |
| 6M | -1.5% | +91.5% | -92.9% | -5.4% |
| YTD | -10.5% | +101.3% | -111.8% | -14.5% |
| 1Y | +1.5% | +20.8% | -19.3% | -0.9% |
| 3Y | +163.3% | -71.3% | +234.6% | +166.6% |
| 5Y | +66.8% | -99.2% | +166.0% | +85.6% |
| 10Y | +228.5% | -98.7% | +327.2% | +195.9% |
| All | +306.8% | -98.1% | +404.9% | +236.9% |
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