+2,326.2%
SYY vs ACGL
+4,429.2%
-2,103.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.5% | -0.8% |
| 7D | -2.3% | -0.7% | -1.6% | -2.1% |
| 30D | -4.9% | -1.0% | -3.9% | -4.7% |
| 3M | +8.4% | +11.0% | -2.7% | +5.5% |
| 6M | -7.4% | -0.3% | -7.0% | -7.6% |
| YTD | +11.0% | +2.3% | +8.7% | +9.9% |
| 1Y | -0.2% | +6.4% | -6.6% | -2.3% |
| 3Y | +23.8% | +34.0% | -10.2% | +12.9% |
| 5Y | +18.1% | +161.6% | -143.5% | -10.0% |
| 10Y | +94.6% | +278.6% | -184.0% | +38.6% |
| All | +2,326.2% | +4,429.2% | -2,103.0% | +1,253.3% |
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