+421.9%
SYY vs AGI
+5,381.0%
-4,959.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.2% |
| 7D | -2.8% | +4.4% | -7.1% | -2.8% |
| 30D | -5.3% | +10.0% | -15.2% | -5.4% |
| 3M | +5.1% | +1.7% | +3.3% | +5.0% |
| 6M | -5.0% | -26.8% | +21.8% | -4.6% |
| YTD | +10.7% | -5.3% | +16.0% | +10.6% |
| 1Y | +0.7% | +11.5% | -10.8% | +0.3% |
| 3Y | +24.0% | +212.9% | -188.9% | +21.6% |
| 5Y | +19.3% | +388.8% | -369.5% | +16.1% |
| 10Y | +96.4% | +383.6% | -287.2% | +90.8% |
| All | +421.9% | +5,381.0% | -4,959.0% | +405.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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