+222.7%
AA vs SYY
+4,312.6%
-4,089.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.5% | +3.1% |
| 7D | +1.1% | 0.0% | +1.1% | +1.2% |
| 30D | -1.3% | -2.2% | +1.0% | -0.6% |
| 3M | -23.9% | -8.0% | -15.9% | -21.3% |
| 6M | -36.8% | +7.5% | -44.3% | -39.7% |
| YTD | -22.2% | +7.4% | -29.6% | -27.4% |
| 1Y | +10.4% | +4.9% | +5.5% | +4.0% |
| 3Y | +72.0% | +24.1% | +47.9% | +46.5% |
| 5Y | -15.6% | +13.4% | -29.0% | -24.7% |
| 10Y | +47.8% | +87.5% | -39.8% | +1.6% |
| All | +222.7% | +4,312.6% | -4,089.9% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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