+4,267.1%
SYY vs AME
+18,709.1%
-14,442.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.7% |
| 7D | -2.3% | +0.6% | -2.9% | -2.5% |
| 30D | -4.9% | -6.7% | +1.7% | -3.1% |
| 3M | +8.4% | +4.1% | +4.3% | +6.8% |
| 6M | -7.4% | +1.6% | -8.9% | -8.2% |
| YTD | +11.0% | +16.1% | -5.2% | +5.7% |
| 1Y | -0.2% | +27.3% | -27.6% | -7.6% |
| 3Y | +23.8% | +50.9% | -27.1% | +7.9% |
| 5Y | +18.1% | +81.4% | -63.2% | -2.6% |
| 10Y | +94.6% | +417.0% | -322.4% | +25.9% |
| All | +4,267.1% | +18,709.1% | -14,442.0% | +1,235.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling