+153.3%
AMAT vs SYY
+24.4%
+128.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.9% | -2.9% |
| 7D | +11.4% | +0.3% | +11.0% | +11.3% |
| 30D | -17.0% | -4.8% | -12.3% | -16.8% |
| 3M | -30.6% | -7.1% | -23.6% | -30.1% |
| 6M | -14.9% | +6.8% | -21.7% | -17.1% |
| YTD | +44.7% | +7.7% | +37.0% | +41.6% |
| 1Y | +66.9% | +5.7% | +61.2% | +63.6% |
| 3Y | +153.3% | +24.6% | +128.7% | +128.2% |
| All | +153.3% | +24.4% | +128.9% | +128.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling