+1,370.8%
AMAT vs SYY
+86.7%
+1,284.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | -2.5% | +4.7% | -7.2% | -4.2% |
| 30D | -26.5% | -0.7% | -25.9% | -26.7% |
| 3M | -28.6% | -6.8% | -21.8% | -27.0% |
| 6M | -14.2% | +8.6% | -22.9% | -18.7% |
| YTD | +45.5% | +8.4% | +37.1% | +37.0% |
| 1Y | +59.3% | +7.1% | +52.2% | +50.7% |
| 3Y | +153.1% | +25.2% | +127.9% | +117.3% |
| 5Y | +158.2% | +13.0% | +145.2% | +133.9% |
| 10Y | +1,370.8% | +88.9% | +1,281.9% | +928.1% |
| All | +1,370.8% | +86.7% | +1,284.1% | +928.1% |
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