+188.9%
AMAT vs USFD
+34.2%
+154.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.4% |
| 7D | -1.5% | -3.0% | +1.5% | -1.2% |
| 30D | -14.8% | +3.5% | -18.3% | -15.0% |
| 3M | -9.3% | +26.6% | -35.8% | -13.4% |
| 6M | +27.4% | +11.7% | +15.7% | +24.9% |
| YTD | +77.6% | +38.1% | +39.4% | +64.6% |
| 1Y | +188.9% | +33.4% | +155.6% | +163.8% |
| All | +188.9% | +34.2% | +154.7% | +163.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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