+219.5%
SYY vs ALM
+3,525.2%
-3,305.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | 0.0% | -7.2% | +7.2% | 0.0% |
| 30D | -2.2% | -26.4% | +24.1% | -2.2% |
| 3M | -8.0% | -38.6% | +30.6% | -7.9% |
| 6M | +7.5% | -61.0% | +68.5% | +7.7% |
| YTD | +7.4% | -7.4% | +14.8% | +7.4% |
| 1Y | +4.9% | +14.0% | -9.1% | +4.7% |
| 3Y | +24.1% | +844.4% | -820.4% | +23.1% |
| 5Y | +13.4% | +410.8% | -397.4% | +12.5% |
| 10Y | +87.5% | +2,084.7% | -1,997.2% | +85.5% |
| All | +219.5% | +3,525.2% | -3,305.7% | +214.6% |
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