+126.7%
AMAT vs USFD
+188.3%
-61.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.3% |
| 7D | -14.7% | +3.0% | -17.7% | -16.2% |
| 30D | -36.1% | +11.1% | -47.2% | -39.9% |
| 3M | -36.9% | -0.3% | -36.6% | -37.2% |
| 6M | -22.2% | +15.9% | -38.1% | -29.6% |
| YTD | +29.9% | +41.6% | -11.7% | +2.8% |
| 1Y | +43.3% | +49.4% | -6.1% | +9.4% |
| 3Y | +142.7% | +157.8% | -15.2% | +28.8% |
| All | +126.7% | +188.3% | -61.6% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling