+197.1%
ABT vs SYY
+116.5%
+80.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.6% |
| 7D | -5.9% | +3.9% | -9.8% | -6.7% |
| 30D | -8.1% | -1.7% | -6.3% | -7.7% |
| 3M | +14.5% | +5.2% | +9.4% | +13.3% |
| 6M | -6.3% | -0.2% | -6.1% | -6.6% |
| YTD | -17.1% | +15.4% | -32.5% | -20.1% |
| 1Y | -21.4% | +5.6% | -27.0% | -22.8% |
| 3Y | +5.9% | +28.9% | -22.9% | -0.7% |
| 5Y | -12.8% | +24.1% | -36.8% | -17.8% |
| All | +197.1% | +116.5% | +80.6% | +150.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling