+4,206.5%
SYY vs ALK
+832.3%
+3,374.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.1% | -5.1% | +0.6% |
| 7D | -4.1% | +8.9% | -13.0% | -5.7% |
| 30D | +0.3% | +5.9% | -5.6% | -1.0% |
| 3M | -6.3% | -16.5% | +10.2% | -3.3% |
| 6M | +9.7% | +2.1% | +7.6% | +7.7% |
| YTD | +9.4% | -17.1% | +26.5% | +11.2% |
| 1Y | +7.3% | -2.9% | +10.1% | +5.2% |
| 3Y | +27.6% | +24.5% | +3.2% | +14.3% |
| 5Y | +12.5% | -29.1% | +41.7% | +11.5% |
| 10Y | +87.4% | -39.1% | +126.5% | +82.0% |
| All | +4,206.5% | +832.3% | +3,374.2% | +1,968.3% |
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