-11.4%
AMAT vs SYY
+6.4%
-17.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -4.0% |
| 7D | +19.3% | +1.3% | +18.0% | +20.1% |
| 30D | -17.9% | -3.5% | -14.4% | -18.8% |
| 3M | -30.4% | -9.3% | -21.1% | -34.7% |
| 6M | -11.4% | +5.9% | -17.4% | +1.8% |
| All | -11.4% | +6.4% | -17.8% | +1.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling