+5.6%
SYY vs AME
+26.3%
-20.8%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.0% |
| 7D | +1.5% | 0.0% | +1.5% | +1.5% |
| 30D | -2.3% | -8.6% | +6.3% | -1.0% |
| 3M | +5.5% | +5.8% | -0.3% | +3.6% |
| 6M | -1.0% | +3.8% | -4.8% | -3.0% |
| YTD | +14.1% | +14.4% | -0.3% | +10.1% |
| 1Y | +5.6% | +25.8% | -20.2% | +0.2% |
| All | +5.6% | +26.3% | -20.8% | +0.2% |
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