+261.4%
SYY vs AMBA
+772.6%
-511.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.1% | -4.0% | +1.6% |
| 7D | -7.3% | -7.2% | 0.0% | -6.7% |
| 30D | +0.1% | -10.4% | +10.5% | +0.9% |
| 3M | -8.2% | -30.1% | +21.9% | -5.7% |
| 6M | +6.3% | -22.4% | +28.7% | +6.6% |
| YTD | +7.3% | -17.3% | +24.7% | +6.4% |
| 1Y | +8.5% | -35.4% | +43.9% | +9.7% |
| 3Y | +24.9% | +18.6% | +6.3% | +14.4% |
| 5Y | +8.0% | -69.8% | +77.9% | +9.3% |
| 10Y | +107.2% | +1.1% | +106.1% | +74.9% |
| All | +261.4% | +772.6% | -511.2% | +158.1% |
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