+28.9%
SYY vs AMCR
+6.5%
+22.4%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.6% |
| 7D | +3.9% | -6.3% | +10.2% | +5.9% |
| 30D | -1.7% | -7.8% | +6.1% | +0.6% |
| 3M | +5.2% | +7.5% | -2.4% | +2.6% |
| 6M | -0.2% | +2.7% | -2.9% | -1.7% |
| YTD | +15.4% | +6.0% | +9.3% | +12.0% |
| 1Y | +5.6% | +7.8% | -2.2% | +1.9% |
| 3Y | +28.9% | +5.8% | +23.1% | +23.5% |
| All | +28.9% | +6.5% | +22.4% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 3y: compounded portfolio wealth divided by compounded AMCR 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…
3y analysis · Full analysis span regression · 6 months rolling