+1,630.9%
ADM vs SYY
+4,321.8%
-2,691.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.3% |
| 7D | +4.2% | +0.3% | +3.9% | +4.1% |
| 30D | -12.8% | -4.8% | -8.1% | -11.5% |
| 3M | -8.5% | -7.1% | -1.4% | -6.4% |
| 6M | -10.9% | +6.8% | -17.7% | -13.3% |
| YTD | +29.4% | +7.7% | +21.8% | +24.4% |
| 1Y | +27.5% | +5.7% | +21.9% | +23.4% |
| 3Y | +10.3% | +24.6% | -14.2% | +0.3% |
| 5Y | +27.4% | +15.6% | +11.7% | +17.3% |
| 10Y | +134.6% | +87.9% | +46.7% | +72.6% |
| All | +1,630.9% | +4,321.8% | -2,691.0% | +381.8% |
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