+18.6%
SYY vs ABCL
-80.4%
+99.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.8% |
| 7D | 0.0% | -2.7% | +2.7% | 0.0% |
| 30D | -2.2% | -5.4% | +3.2% | -2.2% |
| 3M | -8.0% | +22.4% | -30.5% | -8.7% |
| 6M | +7.5% | +127.6% | -120.1% | +4.3% |
| YTD | +7.4% | +249.4% | -242.0% | +2.4% |
| 1Y | +4.9% | +198.0% | -193.1% | +0.5% |
| 3Y | +24.1% | +195.8% | -171.7% | +16.6% |
| 5Y | +13.4% | -20.6% | +34.0% | +9.0% |
| All | +18.6% | -80.4% | +99.1% | +18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling