+43.3%
AMAT vs SYY
+8.1%
+35.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +2.1% | +4.1% |
| 7D | -14.7% | -7.3% | -7.4% | -14.5% |
| 30D | -36.1% | +0.1% | -36.2% | -36.4% |
| 3M | -36.9% | -8.2% | -28.6% | -36.4% |
| 6M | -22.2% | +6.3% | -28.5% | -25.1% |
| YTD | +29.9% | +7.3% | +22.6% | +32.0% |
| 1Y | +43.3% | +8.5% | +34.8% | +46.0% |
| All | +43.3% | +8.1% | +35.2% | +46.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling