+132.8%
AMAT vs USFD
+159.7%
-26.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.8% | -10.8% | -12.7% |
| 7D | -24.3% | +3.9% | -28.2% | -25.3% |
| 30D | -39.8% | +10.7% | -50.5% | -42.1% |
| 3M | -40.2% | +6.3% | -46.5% | -41.7% |
| 6M | -22.1% | +16.2% | -38.3% | -27.4% |
| YTD | +24.7% | +41.9% | -17.2% | +3.7% |
| 1Y | +33.3% | +44.2% | -10.9% | +9.6% |
| All | +132.8% | +159.7% | -26.8% | +46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling