+337.5%
AMD vs USFD
+215.8%
+121.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.0% | +4.9% |
| 7D | +2.6% | -3.0% | +5.6% | +4.2% |
| 30D | -0.9% | +3.5% | -4.5% | -3.1% |
| 3M | -8.7% | +26.6% | -35.3% | -22.0% |
| 6M | +136.3% | +11.7% | +124.6% | +117.2% |
| YTD | +123.0% | +38.1% | +84.9% | +75.7% |
| 1Y | +195.2% | +33.4% | +161.8% | +136.4% |
| 3Y | +336.3% | +155.8% | +180.5% | +120.5% |
| All | +337.5% | +215.8% | +121.7% | +85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling