+340.9%
SYF vs AMP
+490.5%
-149.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.7% |
| 7D | +2.4% | +0.2% | +2.2% | +2.2% |
| 30D | +0.8% | -0.1% | +0.9% | +0.9% |
| 3M | +13.4% | +23.6% | -10.2% | -4.3% |
| 6M | +16.3% | +20.4% | -4.0% | -0.1% |
| YTD | -3.0% | +15.4% | -18.4% | -14.4% |
| 1Y | +5.7% | +11.0% | -5.2% | -3.9% |
| 3Y | +160.1% | +70.5% | +89.6% | +71.8% |
| 5Y | +88.5% | +121.4% | -32.9% | +1.7% |
| 10Y | +263.1% | +575.6% | -312.5% | -8.0% |
| All | +340.9% | +490.5% | -149.6% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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