+200.5%
SYY vs AMC
-97.5%
+298.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.9% |
| 7D | 0.0% | -2.8% | +2.8% | +0.1% |
| 30D | -2.2% | +14.0% | -16.2% | -2.7% |
| 3M | -8.0% | +42.5% | -50.5% | -9.1% |
| 6M | +7.5% | +142.6% | -135.1% | +3.9% |
| YTD | +7.4% | +119.2% | -111.8% | +3.9% |
| 1Y | +4.9% | +40.7% | -35.9% | +2.7% |
| 3Y | +24.1% | -57.3% | +81.4% | +23.6% |
| 5Y | +13.4% | -99.1% | +112.5% | +22.3% |
| 10Y | +87.5% | -98.7% | +186.3% | +49.9% |
| All | +200.5% | -97.5% | +298.0% | +121.0% |
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