+265.0%
SYY vs AMBA
+799.6%
-534.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.8% |
| 7D | +4.7% | -2.6% | +7.4% | +4.9% |
| 30D | -0.7% | -10.5% | +9.8% | +0.2% |
| 3M | -6.8% | -26.4% | +19.6% | -4.6% |
| 6M | +8.6% | -20.9% | +29.5% | +8.8% |
| YTD | +8.4% | -14.8% | +23.2% | +7.2% |
| 1Y | +7.1% | -36.1% | +43.2% | +8.5% |
| 3Y | +25.2% | +20.2% | +5.0% | +14.6% |
| 5Y | +13.0% | -67.2% | +80.2% | +13.4% |
| 10Y | +88.9% | +5.0% | +83.9% | +59.0% |
| All | +265.0% | +799.6% | -534.5% | +160.0% |
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