+283.4%
SYY vs AG
+255.2%
+28.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.6% | +1.2% |
| 7D | +0.3% | -10.0% | +10.3% | +0.8% |
| 30D | -4.8% | -10.5% | +5.7% | -4.3% |
| 3M | -7.1% | -27.3% | +20.2% | -5.8% |
| 6M | +6.8% | -43.0% | +49.8% | +9.2% |
| YTD | +7.7% | -17.9% | +25.6% | +7.6% |
| 1Y | +5.7% | +11.9% | -6.2% | +3.8% |
| 3Y | +24.6% | +201.8% | -177.3% | +14.1% |
| 5Y | +15.6% | -0.1% | +15.7% | +10.2% |
| 10Y | +87.9% | +72.7% | +15.2% | +69.2% |
| All | +283.4% | +255.2% | +28.3% | +178.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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