+62.5%
AME vs USFD
+159.2%
-96.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.6% |
| 7D | -5.2% | +3.0% | -8.1% | -5.8% |
| 30D | -8.0% | +11.1% | -19.1% | -10.4% |
| 3M | -8.9% | -0.3% | -8.6% | -9.0% |
| 6M | -5.0% | +15.9% | -20.9% | -9.2% |
| YTD | +11.9% | +41.6% | -29.7% | -0.8% |
| 1Y | +16.6% | +49.4% | -32.8% | +1.2% |
| 3Y | +62.5% | +157.8% | -95.4% | +18.2% |
| All | +62.5% | +159.2% | -96.7% | +18.2% |
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