+13.4%
SYY vs ALC
-10.6%
+23.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.4% |
| 7D | 0.0% | -6.3% | +6.3% | +1.6% |
| 30D | -2.2% | +12.6% | -14.8% | -5.0% |
| 3M | -8.0% | -3.8% | -4.2% | -7.3% |
| 6M | +7.5% | +16.8% | -9.3% | +3.1% |
| YTD | +7.4% | -7.6% | +15.0% | +8.7% |
| 1Y | +4.9% | -5.9% | +10.7% | +5.5% |
| 3Y | +24.1% | +0.6% | +23.5% | +18.5% |
| 5Y | +13.4% | -9.5% | +22.8% | +10.3% |
| All | +13.4% | -10.6% | +23.9% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling