+8.3%
SYY vs ALM
+44.8%
-36.5%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.2% | +2.7% | +3.8% |
| 7D | -6.3% | -6.4% | 0.0% | -6.3% |
| 30D | +0.7% | -35.0% | +35.7% | +1.5% |
| 3M | -6.4% | -33.8% | +27.4% | -5.9% |
| 6M | +7.6% | -55.0% | +62.6% | +8.9% |
| YTD | +7.4% | -0.2% | +7.7% | +10.0% |
| 1Y | +8.3% | +41.8% | -33.5% | +10.8% |
| All | +8.3% | +44.8% | -36.5% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling