+113.8%
SYY vs ACM
+134.0%
-20.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.7% |
| 7D | +3.9% | -4.6% | +8.5% | +6.0% |
| 30D | -1.7% | +4.1% | -5.8% | -3.9% |
| 3M | +5.2% | -8.3% | +13.5% | +7.8% |
| 6M | -0.2% | -30.1% | +29.9% | +14.9% |
| YTD | +15.4% | -32.6% | +48.0% | +33.5% |
| 1Y | +5.6% | -49.6% | +55.2% | +39.1% |
| 3Y | +28.9% | -23.0% | +51.9% | +33.1% |
| 5Y | +24.1% | +2.0% | +22.1% | +7.0% |
| All | +113.8% | +134.0% | -20.2% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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