+54.3%
AME vs USFD
+156.9%
-102.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +0.6% | -3.0% | +3.6% | +1.4% |
| 30D | -6.7% | +3.5% | -10.2% | -7.6% |
| 3M | +4.1% | +26.6% | -22.5% | -2.9% |
| 6M | +1.6% | +11.7% | -10.1% | -1.9% |
| YTD | +16.1% | +38.1% | -22.0% | +4.1% |
| 1Y | +27.3% | +33.4% | -6.1% | +15.4% |
| All | +54.3% | +156.9% | -102.6% | +14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling