+328.5%
SYY vs ACM
+230.8%
+97.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | -2.3% | -3.7% | +1.4% | -1.2% |
| 30D | -4.9% | -11.1% | +6.2% | -2.2% |
| 3M | +8.4% | -8.0% | +16.4% | +10.1% |
| 6M | -7.4% | -29.7% | +22.3% | +1.5% |
| YTD | +11.0% | -29.4% | +40.4% | +20.6% |
| 1Y | -0.2% | -46.4% | +46.2% | +17.1% |
| 3Y | +23.8% | -22.3% | +46.1% | +28.1% |
| 5Y | +18.1% | +4.5% | +13.7% | +10.8% |
| 10Y | +94.6% | +127.6% | -33.1% | +46.5% |
| All | +328.5% | +230.8% | +97.7% | +154.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling