+82.0%
SYF vs AMDL
+102.5%
-20.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -17.6% | +18.4% | +2.1% |
| 7D | -2.0% | +37.2% | -39.2% | -4.9% |
| 30D | +1.2% | -24.0% | +25.2% | +1.5% |
| 3M | -9.4% | -1.0% | -8.4% | -11.9% |
| 6M | +4.4% | -3.2% | +7.6% | -1.6% |
| YTD | -11.9% | +232.2% | -244.1% | -30.6% |
| 1Y | -0.4% | +137.7% | -138.1% | -18.6% |
| All | +82.0% | +102.5% | -20.5% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling