+13.4%
SYY vs ACM
+4.8%
+8.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | 0.0% | +3.0% | -3.0% | -0.7% |
| 30D | -2.2% | +19.7% | -21.9% | -6.4% |
| 3M | -8.0% | +5.3% | -13.4% | -9.6% |
| 6M | +7.5% | -10.8% | +18.3% | +9.7% |
| YTD | +7.4% | -25.1% | +32.5% | +14.6% |
| 1Y | +4.9% | -45.8% | +50.7% | +24.0% |
| 3Y | +24.1% | -9.4% | +33.5% | +17.2% |
| 5Y | +13.4% | +4.8% | +8.6% | -4.7% |
| All | +13.4% | +4.8% | +8.5% | -4.7% |
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