+210.4%
SYY vs AMC
-98.1%
+308.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.3% | -5.6% | -1.4% |
| 7D | -2.3% | +2.3% | -4.6% | -2.4% |
| 30D | -4.9% | -0.7% | -4.2% | -5.0% |
| 3M | +8.4% | +35.2% | -26.8% | +6.9% |
| 6M | -7.4% | +124.6% | -131.9% | -10.3% |
| YTD | +11.0% | +69.9% | -58.9% | +8.3% |
| 1Y | -0.2% | -2.6% | +2.3% | -1.1% |
| 3Y | +23.8% | -79.8% | +103.5% | +25.6% |
| 5Y | +18.1% | -99.4% | +117.5% | +28.8% |
| 10Y | +94.6% | -98.9% | +193.5% | +54.8% |
| All | +210.4% | -98.1% | +308.5% | +130.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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