+5.6%
SYY vs ALM
+279.2%
-273.6%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -9.6% | +10.5% | +1.1% |
| 7D | +1.5% | -7.1% | +8.6% | +1.6% |
| 30D | -2.3% | +24.7% | -27.0% | -2.9% |
| 3M | +5.5% | +8.3% | -2.8% | +5.1% |
| 6M | -1.0% | -22.2% | +21.2% | -2.0% |
| YTD | +14.1% | +88.1% | -74.0% | +13.4% |
| 1Y | +5.6% | +272.4% | -266.8% | +11.0% |
| All | +5.6% | +279.2% | -273.6% | +11.0% |
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