+2,039.2%
AMAT vs USFD
+329.0%
+1,710.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.4% |
| 7D | -1.5% | -3.0% | +1.5% | -0.4% |
| 30D | -14.8% | +3.5% | -18.3% | -16.0% |
| 3M | -9.3% | +26.6% | -35.8% | -17.8% |
| 6M | +27.4% | +11.7% | +15.7% | +21.1% |
| YTD | +77.6% | +38.1% | +39.4% | +54.0% |
| 1Y | +188.9% | +33.4% | +155.6% | +153.2% |
| 3Y | +202.3% | +155.8% | +46.5% | +104.2% |
| 5Y | +248.9% | +214.0% | +34.9% | +117.0% |
| 10Y | +1,585.2% | +320.4% | +1,264.9% | +780.6% |
| All | +2,039.2% | +329.0% | +1,710.2% | +1,011.9% |
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