+6,695.8%
ABT vs SYY
+4,321.8%
+2,374.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.3% |
| 3M | -1.9% | -7.1% | +5.2% | -0.1% |
| 6M | +31.2% | +6.8% | +24.4% | +28.3% |
| YTD | -11.2% | +7.7% | -18.9% | -14.1% |
| 1Y | -14.0% | +5.7% | -19.6% | -16.3% |
| 3Y | +20.7% | +24.6% | -3.9% | +11.1% |
| 5Y | -6.7% | +15.6% | -22.3% | -12.9% |
| 10Y | +226.3% | +87.9% | +138.4% | +140.0% |
| All | +6,695.8% | +4,321.8% | +2,374.0% | +1,413.4% |
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