+81.4%
SYF vs AMDL
+119.6%
-38.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +14.3% | -13.9% | -0.7% |
| 7D | -3.6% | +18.5% | -22.1% | -5.9% |
| 30D | -1.7% | -24.2% | +22.5% | -1.2% |
| 3M | -7.8% | +11.5% | -19.3% | -11.0% |
| 6M | +3.4% | -1.0% | +4.4% | -2.4% |
| YTD | -12.2% | +260.3% | -272.5% | -31.1% |
| 1Y | -1.6% | +178.2% | -179.7% | -20.8% |
| All | +81.4% | +119.6% | -38.2% | +12.5% |
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