+19.3%
SYY vs ALC
-15.6%
+34.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.2% |
| 7D | -2.8% | -3.7% | +0.9% | -1.9% |
| 30D | -5.3% | -3.7% | -1.5% | -4.5% |
| 3M | +5.1% | +4.6% | +0.5% | +3.7% |
| 6M | -5.0% | -14.6% | +9.6% | -1.8% |
| YTD | +10.7% | -11.9% | +22.6% | +13.3% |
| 1Y | +0.7% | -13.1% | +13.8% | +3.3% |
| 3Y | +24.0% | -15.0% | +39.0% | +25.4% |
| 5Y | +19.3% | -16.2% | +35.5% | +17.5% |
| All | +19.3% | -15.6% | +34.9% | +17.5% |
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