+6,406.4%
AMD vs USFD
+321.9%
+6,084.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.0% | +4.8% |
| 7D | +2.6% | -3.0% | +5.6% | +3.5% |
| 30D | -0.9% | +3.5% | -4.5% | -2.1% |
| 3M | -8.7% | +26.6% | -35.3% | -15.9% |
| 6M | +136.3% | +11.7% | +124.6% | +126.3% |
| YTD | +123.0% | +38.1% | +84.9% | +98.5% |
| 1Y | +195.2% | +33.4% | +161.8% | +165.0% |
| 3Y | +336.3% | +155.8% | +180.5% | +221.2% |
| 5Y | +334.5% | +214.0% | +120.4% | +202.3% |
| All | +6,406.4% | +321.9% | +6,084.5% | +3,629.9% |
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 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