+199.0%
AMD vs USFD
+188.3%
+10.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.2% | +11.2% | +11.1% |
| 7D | -11.0% | +3.0% | -14.0% | -12.6% |
| 30D | -30.5% | +11.1% | -41.5% | -35.0% |
| 3M | -8.2% | -0.3% | -7.9% | -9.0% |
| 6M | +6.6% | +15.9% | -9.3% | -5.5% |
| YTD | +109.7% | +41.6% | +68.1% | +58.5% |
| 1Y | +88.9% | +49.4% | +39.5% | +36.9% |
| 3Y | +301.8% | +157.8% | +144.0% | +89.4% |
| All | +199.0% | +188.3% | +10.7% | +19.3% |
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