+336.0%
SYY vs AMCR
+97.2%
+238.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.7% | +4.9% | +3.2% |
| 7D | -0.2% | -6.3% | +6.0% | +2.3% |
| 30D | -2.7% | -7.1% | +4.4% | 0.0% |
| 3M | +5.9% | +12.7% | -6.8% | +0.6% |
| 6M | -2.3% | +5.2% | -7.5% | -5.2% |
| YTD | +13.1% | +8.1% | +5.0% | +8.1% |
| 1Y | +3.8% | +11.7% | -8.0% | -2.3% |
| 3Y | +26.7% | +9.9% | +16.8% | +17.6% |
| 5Y | +19.4% | -8.7% | +28.1% | +18.6% |
| 10Y | +112.0% | +16.8% | +95.2% | +79.2% |
| All | +336.0% | +97.2% | +238.8% | +263.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling