+1,402.0%
AMAT vs USFD
+340.6%
+1,061.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.8% | -10.8% | -12.5% |
| 7D | -24.3% | +3.9% | -28.2% | -25.6% |
| 30D | -39.8% | +10.7% | -50.5% | -42.4% |
| 3M | -40.2% | +6.3% | -46.5% | -42.0% |
| 6M | -22.1% | +16.2% | -38.3% | -27.6% |
| YTD | +24.7% | +41.9% | -17.2% | +6.4% |
| 1Y | +33.3% | +44.2% | -10.9% | +12.8% |
| 3Y | +133.9% | +159.8% | -25.9% | +56.5% |
| 5Y | +117.1% | +177.1% | -60.0% | +39.9% |
| 10Y | +1,158.7% | +376.2% | +782.5% | +536.3% |
| All | +1,402.0% | +340.6% | +1,061.3% | +668.2% |
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