+305.8%
SYF vs AME
+419.0%
-113.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.2% | -4.9% | -4.2% |
| 7D | -4.3% | -1.5% | -2.7% | -3.7% |
| 30D | +1.0% | -4.2% | +5.2% | +3.7% |
| 3M | -6.4% | -5.9% | -0.5% | -2.8% |
| 6M | +1.0% | +2.8% | -1.8% | -3.1% |
| YTD | -10.7% | +16.6% | -27.3% | -23.9% |
| 1Y | +1.8% | +22.1% | -20.4% | -16.7% |
| 3Y | +165.8% | +64.7% | +101.2% | +66.7% |
| 5Y | +65.9% | +76.6% | -10.7% | -2.7% |
| 10Y | +206.0% | +443.9% | -237.9% | -14.3% |
| All | +305.8% | +419.0% | -113.3% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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