+314.8%
SYY vs ACM
+250.9%
+64.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | 0.0% | +3.0% | -3.0% | -0.9% |
| 30D | -2.2% | +19.7% | -21.9% | -7.2% |
| 3M | -8.0% | +5.3% | -13.4% | -10.0% |
| 6M | +7.5% | -10.8% | +18.3% | +9.5% |
| YTD | +7.4% | -25.1% | +32.5% | +14.5% |
| 1Y | +4.9% | -45.8% | +50.7% | +22.6% |
| 3Y | +24.1% | -9.4% | +33.5% | +22.6% |
| 5Y | +13.4% | +4.8% | +8.6% | +6.2% |
| 10Y | +87.5% | +129.8% | -42.2% | +40.0% |
| All | +314.8% | +250.9% | +64.0% | +141.2% |
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