+10.4%
SYY vs AUR
-36.7%
+47.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +1.0% |
| 7D | +1.5% | +0.2% | +1.4% | +1.5% |
| 30D | -2.3% | -8.9% | +6.6% | -2.1% |
| 3M | +5.5% | +4.6% | +0.9% | +5.1% |
| 6M | -1.0% | +44.9% | -45.8% | -2.7% |
| YTD | +14.1% | +64.8% | -50.7% | +11.5% |
| 1Y | +5.6% | +16.4% | -10.8% | +4.2% |
| 3Y | +27.9% | +85.1% | -57.2% | +19.8% |
| 5Y | +22.7% | -36.1% | +58.8% | +8.8% |
| All | +10.4% | -36.7% | +47.1% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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