+4,267.1%
SYY vs ALK
+839.9%
+3,427.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.6% |
| 7D | -2.3% | -0.7% | -1.6% | -2.2% |
| 30D | -4.9% | -19.2% | +14.3% | -1.0% |
| 3M | +8.4% | -1.5% | +9.9% | +7.8% |
| 6M | -7.4% | -13.1% | +5.7% | -6.2% |
| YTD | +11.0% | -16.4% | +27.4% | +12.8% |
| 1Y | -0.2% | -33.1% | +32.8% | +5.5% |
| 3Y | +23.8% | +0.6% | +23.1% | +15.9% |
| 5Y | +18.1% | -26.4% | +44.5% | +16.4% |
| 10Y | +94.6% | -34.2% | +128.7% | +87.2% |
| All | +4,267.1% | +839.9% | +3,427.3% | +1,999.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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