+5,710.3%
AMD vs USFD
+370.5%
+5,339.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.8% | -14.5% | -16.4% |
| 7D | -28.6% | +3.9% | -32.5% | -29.5% |
| 30D | -37.7% | +10.7% | -48.4% | -39.7% |
| 3M | -16.1% | +6.3% | -22.4% | -18.1% |
| 6M | +13.8% | +16.2% | -2.4% | +7.4% |
| YTD | +88.8% | +41.9% | +47.0% | +66.4% |
| 1Y | +57.8% | +44.2% | +13.6% | +38.3% |
| 3Y | +260.3% | +159.8% | +100.5% | +164.7% |
| 5Y | +196.6% | +177.1% | +19.5% | +111.7% |
| All | +5,710.3% | +370.5% | +5,339.8% | +3,374.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling