+1,315.3%
AMAT vs SYY
+92.1%
+1,223.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.0% | +9.4% | +10.5% |
| 7D | -1.1% | -4.1% | +3.0% | +0.5% |
| 30D | -26.9% | +0.3% | -27.2% | -27.4% |
| 3M | -31.2% | -6.3% | -24.8% | -29.8% |
| 6M | -14.7% | +9.7% | -24.4% | -19.5% |
| YTD | +44.7% | +9.4% | +35.3% | +35.8% |
| 1Y | +62.0% | +7.3% | +54.7% | +53.1% |
| 3Y | +165.0% | +27.6% | +137.3% | +125.5% |
| 5Y | +147.1% | +12.5% | +134.6% | +124.3% |
| 10Y | +1,315.3% | +87.4% | +1,227.9% | +886.0% |
| All | +1,315.3% | +92.1% | +1,223.2% | +886.0% |
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