+18.5%
SYY vs ABCL
-41.3%
+59.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.2% |
| 7D | -2.3% | +0.7% | -3.0% | -2.3% |
| 30D | -4.9% | +93.1% | -98.0% | -7.1% |
| 3M | +8.4% | +79.4% | -71.1% | +6.0% |
| 6M | -7.4% | +214.9% | -222.2% | -11.6% |
| YTD | +11.0% | +234.2% | -223.2% | +5.2% |
| 1Y | -0.2% | +174.8% | -175.0% | -5.0% |
| 3Y | +23.8% | +104.5% | -80.7% | +17.4% |
| All | +18.5% | -41.3% | +59.7% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling