+279.2%
SYY vs AG
+264.0%
+15.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.3% | +4.4% | -0.7% |
| 7D | +1.3% | -6.0% | +7.4% | +1.6% |
| 30D | -3.5% | -14.3% | +10.8% | -2.9% |
| 3M | -9.3% | -26.9% | +17.6% | -8.1% |
| 6M | +5.9% | -42.1% | +48.0% | +8.2% |
| YTD | +6.5% | -15.9% | +22.3% | +6.2% |
| 1Y | +4.0% | +11.5% | -7.5% | +2.2% |
| 3Y | +23.0% | +208.0% | -185.0% | +12.5% |
| 5Y | +14.3% | +2.4% | +11.9% | +8.9% |
| 10Y | +85.8% | +77.0% | +8.8% | +67.1% |
| All | +279.2% | +264.0% | +15.1% | +175.3% |
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