+333.7%
SYF vs AMCR
+56.3%
+277.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -0.7% |
| 7D | +2.6% | -1.8% | +4.4% | +3.6% |
| 30D | 0.0% | -6.0% | +6.1% | +3.2% |
| 3M | +11.9% | +18.9% | -7.0% | +2.1% |
| 6M | +18.9% | +5.7% | +13.3% | +14.5% |
| YTD | -4.6% | +11.1% | -15.7% | -11.6% |
| 1Y | +6.4% | +12.7% | -6.3% | -2.6% |
| 3Y | +167.2% | +9.6% | +157.6% | +141.8% |
| 5Y | +92.3% | -10.3% | +102.7% | +95.8% |
| 10Y | +263.2% | +16.5% | +246.7% | +200.1% |
| All | +333.7% | +56.3% | +277.4% | +275.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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