+20.7%
ABT vs SYY
+24.4%
-3.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.9% |
| 7D | -1.3% | +0.3% | -1.6% | -1.4% |
| 30D | +6.0% | -4.8% | +10.8% | +7.1% |
| 3M | -1.9% | -7.1% | +5.2% | -0.3% |
| 6M | +31.2% | +6.8% | +24.4% | +28.7% |
| YTD | -11.2% | +7.7% | -18.9% | -14.2% |
| 1Y | -14.0% | +5.7% | -19.6% | -16.3% |
| 3Y | +20.7% | +24.6% | -3.9% | +15.1% |
| All | +20.7% | +24.4% | -3.8% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling