+120.6%
ADM vs SYY
+86.6%
+34.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | +0.7% | +1.3% | -0.6% | +0.2% |
| 30D | -14.7% | -3.5% | -11.2% | -13.8% |
| 3M | -10.4% | -9.3% | -1.1% | -7.7% |
| 6M | -10.9% | +5.9% | -16.9% | -13.1% |
| YTD | +26.0% | +6.5% | +19.5% | +21.4% |
| 1Y | +26.5% | +4.0% | +22.5% | +22.8% |
| 3Y | +8.2% | +23.0% | -14.7% | -1.6% |
| 5Y | +24.0% | +14.3% | +9.6% | +14.2% |
| All | +120.6% | +86.6% | +34.0% | +70.3% |
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 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