+80.5%
SYF vs AMDL
+145.7%
-65.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.9% | -12.4% | -1.4% |
| 7D | -3.3% | +103.5% | -106.8% | -9.0% |
| 30D | -2.2% | -18.3% | +16.1% | -2.2% |
| 3M | -9.3% | +20.1% | -29.4% | -13.0% |
| 6M | +2.1% | +15.9% | -13.8% | -5.0% |
| YTD | -12.6% | +303.0% | -315.7% | -32.0% |
| 1Y | -3.4% | +164.0% | -167.4% | -21.2% |
| All | +80.5% | +145.7% | -65.2% | +11.0% |
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