+1,637.9%
AMAT vs USFD
+353.3%
+1,284.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +8.5% | -11.7% | -6.4% |
| 7D | -11.2% | +7.8% | -19.1% | -14.0% |
| 30D | -31.9% | +16.2% | -48.0% | -36.1% |
| 3M | -32.3% | +11.0% | -43.3% | -35.6% |
| 6M | -5.4% | +20.7% | -26.1% | -13.4% |
| YTD | +44.3% | +46.0% | -1.7% | +21.6% |
| 1Y | +61.4% | +49.8% | +11.6% | +34.5% |
| 3Y | +170.6% | +167.3% | +3.3% | +78.9% |
| 5Y | +156.4% | +197.2% | -40.7% | +61.1% |
| 10Y | +1,356.4% | +389.9% | +966.5% | +627.4% |
| All | +1,637.9% | +353.3% | +1,284.6% | +778.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling