+2,292.6%
SYY vs ACGL
+4,891.8%
-2,599.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.8% |
| 7D | -4.1% | -1.1% | -3.0% | -3.8% |
| 30D | +0.3% | +13.1% | -12.8% | -2.8% |
| 3M | -6.3% | +9.8% | -16.1% | -8.6% |
| 6M | +9.7% | +15.3% | -5.6% | +5.7% |
| YTD | +9.4% | +12.7% | -3.3% | +5.7% |
| 1Y | +7.3% | +20.7% | -13.4% | +1.8% |
| 3Y | +27.6% | +34.3% | -6.6% | +16.5% |
| 5Y | +12.5% | +170.6% | -158.0% | -15.0% |
| 10Y | +87.4% | +330.6% | -243.2% | +29.6% |
| All | +2,292.6% | +4,891.8% | -2,599.3% | +1,201.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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