+6,351.7%
AMD vs USFD
+369.7%
+5,982.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.2% | +11.2% | +11.1% |
| 7D | -11.0% | +3.0% | -14.0% | -11.9% |
| 30D | -30.5% | +11.1% | -41.5% | -32.8% |
| 3M | -8.2% | -0.3% | -7.9% | -8.6% |
| 6M | +6.6% | +15.9% | -9.3% | +0.6% |
| YTD | +109.7% | +41.6% | +68.1% | +84.8% |
| 1Y | +88.9% | +49.4% | +39.5% | +63.6% |
| 3Y | +301.8% | +157.8% | +144.0% | +195.9% |
| 5Y | +229.4% | +176.6% | +52.7% | +135.2% |
| All | +6,351.7% | +369.7% | +5,982.0% | +3,759.6% |
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