+273.8%
SYY vs AMBA
+837.3%
-563.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | -2.3% | -11.0% | +8.7% | -1.3% |
| 30D | -4.9% | -23.2% | +18.2% | -2.8% |
| 3M | +8.4% | -12.7% | +21.1% | +8.4% |
| 6M | -7.4% | +11.2% | -18.6% | -10.0% |
| YTD | +11.0% | -11.2% | +22.2% | +9.7% |
| 1Y | -0.2% | -22.5% | +22.3% | -0.8% |
| 3Y | +23.8% | -1.3% | +25.1% | +16.1% |
| 5Y | +18.1% | -54.2% | +72.3% | +14.5% |
| 10Y | +94.6% | -6.1% | +100.7% | +64.6% |
| All | +273.8% | +837.3% | -563.5% | +166.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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