+19.3%
SYY vs ACM
+4.8%
+14.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -2.8% | -0.3% | -2.5% | -2.7% |
| 30D | -5.3% | -12.9% | +7.6% | -2.2% |
| 3M | +5.1% | -6.4% | +11.5% | +6.2% |
| 6M | -5.0% | -29.2% | +24.2% | +3.7% |
| YTD | +10.7% | -29.9% | +40.6% | +20.2% |
| 1Y | +0.7% | -47.3% | +47.9% | +19.2% |
| 3Y | +24.0% | -19.6% | +43.7% | +22.3% |
| 5Y | +19.3% | +5.5% | +13.8% | +2.6% |
| All | +19.3% | +4.8% | +14.5% | +2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling