+4,206.5%
SYY vs APD
+6,318.0%
-2,111.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | -0.1% | +1.3% |
| 7D | -4.1% | -1.6% | -2.5% | -3.6% |
| 30D | +0.3% | +10.6% | -10.3% | -2.8% |
| 3M | -6.3% | +2.5% | -8.9% | -7.2% |
| 6M | +9.7% | +6.0% | +3.7% | +7.2% |
| YTD | +9.4% | +28.4% | -19.0% | +0.1% |
| 1Y | +7.3% | +22.2% | -14.9% | -0.5% |
| 3Y | +27.6% | +26.6% | +1.1% | +14.3% |
| 5Y | +12.5% | +11.8% | +0.8% | +3.5% |
| 10Y | +87.4% | +187.8% | -100.4% | +27.7% |
| All | +4,206.5% | +6,318.0% | -2,111.5% | +774.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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