+236.1%
ALNY vs SYY
+116.5%
+119.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.2% |
| 7D | -6.5% | +3.9% | -10.5% | -7.4% |
| 30D | +11.0% | -1.7% | +12.8% | +11.5% |
| 3M | -14.1% | +5.2% | -19.2% | -15.0% |
| 6M | -22.4% | -0.2% | -22.2% | -22.7% |
| YTD | -37.5% | +15.4% | -52.8% | -40.0% |
| 1Y | -46.9% | +5.6% | -52.5% | -48.0% |
| 3Y | +22.1% | +28.9% | -6.8% | +13.0% |
| 5Y | +31.2% | +24.1% | +7.1% | +22.9% |
| All | +236.1% | +116.5% | +119.6% | +118.1% |
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 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