+142.7%
AMAT vs SYY
+24.3%
+118.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +2.1% | +4.0% |
| 7D | -14.7% | -7.3% | -7.4% | -14.1% |
| 30D | -36.1% | +0.1% | -36.2% | -36.3% |
| 3M | -36.9% | -8.2% | -28.6% | -36.3% |
| 6M | -22.2% | +6.3% | -28.5% | -24.2% |
| YTD | +29.9% | +7.3% | +22.6% | +27.1% |
| 1Y | +43.3% | +8.5% | +34.8% | +39.7% |
| 3Y | +142.7% | +24.9% | +117.7% | +114.9% |
| All | +142.7% | +24.3% | +118.3% | +114.9% |
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