+5.7%
SYY vs AME
+24.0%
-18.3%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.1% |
| 7D | +0.3% | +5.9% | -5.6% | 0.0% |
| 30D | -4.8% | -1.9% | -2.9% | -5.0% |
| 3M | -7.1% | -5.4% | -1.7% | -6.6% |
| 6M | +6.8% | +4.9% | +1.9% | +4.8% |
| YTD | +7.7% | +18.5% | -10.8% | +1.7% |
| 1Y | +5.7% | +25.5% | -19.8% | -1.5% |
| All | +5.7% | +24.0% | -18.3% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling