+44.9%
SYY vs ALC
+24.0%
+20.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.4% |
| 7D | -2.3% | -2.1% | -0.2% | -1.5% |
| 30D | -4.9% | -0.1% | -4.8% | -5.0% |
| 3M | +8.4% | +5.9% | +2.5% | +5.6% |
| 6M | -7.4% | -15.9% | +8.6% | -1.7% |
| YTD | +11.0% | -10.1% | +21.1% | +14.2% |
| 1Y | -0.2% | -10.2% | +10.0% | +2.4% |
| 3Y | +23.8% | -13.6% | +37.3% | +24.3% |
| 5Y | +18.1% | -15.1% | +33.3% | +17.1% |
| All | +44.9% | +24.0% | +20.9% | +7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling