+100.4%
SYF vs AMDL
+95.0%
+5.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.2% | -9.1% | -0.7% |
| 7D | +2.4% | +4.5% | -2.1% | +1.9% |
| 30D | +0.8% | -4.4% | +5.2% | +1.0% |
| 3M | +13.4% | -30.5% | +43.9% | +14.0% |
| 6M | +16.3% | +300.9% | -284.5% | -5.7% |
| YTD | -3.0% | +219.9% | -222.9% | -21.2% |
| 1Y | +5.7% | +374.7% | -369.0% | -22.1% |
| All | +100.4% | +95.0% | +5.4% | +28.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling