+220.2%
SYY vs ALM
+3,551.9%
-3,331.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.7% | -6.6% | +1.1% |
| 7D | +0.3% | +1.2% | -0.9% | +0.3% |
| 30D | -4.8% | -19.3% | +14.6% | -4.7% |
| 3M | -7.1% | -40.6% | +33.6% | -7.0% |
| 6M | +6.8% | -57.9% | +64.7% | +7.0% |
| YTD | +7.7% | -6.7% | +14.4% | +7.6% |
| 1Y | +5.7% | +20.2% | -14.5% | +5.5% |
| 3Y | +24.6% | +879.4% | -854.9% | +23.5% |
| 5Y | +15.6% | +415.3% | -399.6% | +14.8% |
| 10Y | +87.9% | +2,100.8% | -2,012.9% | +85.8% |
| All | +220.2% | +3,551.9% | -3,331.7% | +215.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling