+22.2%
SYY vs ABCL
-81.2%
+103.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | -2.8% | +1.4% | -4.2% | -2.8% |
| 30D | -5.3% | +65.1% | -70.4% | -6.7% |
| 3M | +5.1% | +111.1% | -106.0% | +2.6% |
| 6M | -5.0% | +231.6% | -236.6% | -8.9% |
| YTD | +10.7% | +234.5% | -223.8% | +5.8% |
| 1Y | +0.7% | +174.3% | -173.7% | -3.4% |
| 3Y | +24.0% | +111.5% | -87.4% | +18.1% |
| 5Y | +19.3% | -37.3% | +56.6% | +14.8% |
| All | +22.2% | -81.2% | +103.5% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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