+19.4%
SYY vs AME
+83.9%
-64.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.4% |
| 7D | -0.2% | +1.3% | -1.6% | -0.7% |
| 30D | -2.7% | -6.6% | +3.8% | -0.5% |
| 3M | +5.9% | +3.0% | +2.9% | +4.2% |
| 6M | -2.3% | +5.3% | -7.6% | -4.9% |
| YTD | +13.1% | +15.4% | -2.3% | +6.1% |
| 1Y | +3.8% | +26.8% | -23.1% | -6.4% |
| 3Y | +26.7% | +56.5% | -29.8% | +0.9% |
| 5Y | +19.4% | +85.2% | -65.8% | -13.7% |
| All | +19.4% | +83.9% | -64.5% | -13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling