+6,467.5%
ABT vs SYY
+4,446.6%
+2,021.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.5% |
| 7D | -3.1% | -2.8% | -0.4% | -2.3% |
| 30D | -2.1% | -5.3% | +3.2% | -0.6% |
| 3M | +17.4% | +5.1% | +12.3% | +15.8% |
| 6M | -2.4% | -5.0% | +2.6% | -1.4% |
| YTD | -14.2% | +10.7% | -24.9% | -17.4% |
| 1Y | -18.3% | +0.7% | -19.0% | -19.2% |
| 3Y | +11.5% | +24.0% | -12.5% | +3.0% |
| 5Y | -9.9% | +19.3% | -29.2% | -16.6% |
| 10Y | +204.4% | +96.4% | +108.0% | +121.1% |
| All | +6,467.5% | +4,446.6% | +2,021.0% | +1,355.3% |
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