+24.3%
SYY vs ALC
+2.0%
+22.3%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.6% |
| 7D | 0.0% | -6.3% | +6.3% | +1.0% |
| 30D | -2.2% | +12.6% | -14.8% | -3.9% |
| 3M | -8.0% | -3.8% | -4.2% | -7.6% |
| 6M | +7.5% | +16.8% | -9.3% | +4.9% |
| YTD | +7.4% | -7.6% | +15.0% | +8.2% |
| 1Y | +4.9% | -5.9% | +10.7% | +5.3% |
| All | +24.3% | +2.0% | +22.3% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 3y: compounded portfolio wealth divided by compounded ALC 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…
3y analysis · Full analysis span regression · 6 months rolling