+400.3%
AME vs USFD
+340.6%
+59.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.8% | -3.1% | -5.2% |
| 7D | -11.4% | +3.9% | -15.4% | -12.6% |
| 30D | -12.1% | +10.7% | -22.8% | -14.9% |
| 3M | -12.3% | +6.3% | -18.7% | -14.3% |
| 6M | -4.6% | +16.2% | -20.9% | -9.5% |
| YTD | +9.1% | +41.9% | -32.8% | -2.8% |
| 1Y | +13.3% | +44.2% | -30.9% | +0.2% |
| 3Y | +58.2% | +159.8% | -101.6% | +17.3% |
| 5Y | +63.4% | +177.1% | -113.7% | +16.2% |
| 10Y | +436.7% | +376.2% | +60.5% | +230.2% |
| All | +400.3% | +340.6% | +59.7% | +208.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling