+4.9%
SYY vs ACM
-45.3%
+50.1%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | 0.0% | +3.0% | -3.0% | -0.2% |
| 30D | -2.2% | +19.7% | -21.9% | -2.9% |
| 3M | -8.0% | +5.3% | -13.4% | -8.3% |
| 6M | +7.5% | -10.8% | +18.3% | +8.0% |
| YTD | +7.4% | -25.1% | +32.5% | +8.6% |
| 1Y | +4.9% | -45.8% | +50.7% | +3.8% |
| All | +4.9% | -45.3% | +50.1% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling