+80.6%
SYF vs AMDL
+92.1%
-11.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.7% | -4.7% | -2.3% |
| 7D | -4.2% | +5.4% | -9.6% | -5.6% |
| 30D | -1.1% | -36.6% | +35.6% | +1.0% |
| 3M | -7.9% | -1.0% | -6.9% | -10.2% |
| 6M | -1.1% | -12.1% | +11.0% | -5.8% |
| YTD | -12.6% | +215.1% | -227.7% | -30.6% |
| 1Y | -2.4% | +130.4% | -132.7% | -20.0% |
| All | +80.6% | +92.1% | -11.5% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 10y: compounded portfolio wealth divided by compounded AMDL 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…
10y analysis · Full analysis span regression · 6 months rolling