+200.1%
SYY vs AMC
-97.7%
+297.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.2% | +2.1% |
| 7D | -7.3% | +2.6% | -9.9% | -7.4% |
| 30D | +0.1% | +9.0% | -8.9% | -0.2% |
| 3M | -8.2% | +22.2% | -30.4% | -8.9% |
| 6M | +6.3% | +91.5% | -85.2% | +3.4% |
| YTD | +7.3% | +101.3% | -94.0% | +4.1% |
| 1Y | +8.5% | +20.8% | -12.3% | +6.7% |
| 3Y | +24.9% | -71.3% | +96.3% | +25.9% |
| 5Y | +8.0% | -99.2% | +107.3% | +17.0% |
| 10Y | +107.2% | -98.7% | +205.9% | +64.3% |
| All | +200.1% | -97.7% | +297.9% | +121.3% |
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