+413.0%
AME vs USFD
+339.9%
+73.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.6% |
| 7D | -5.2% | +3.0% | -8.1% | -6.2% |
| 30D | -8.0% | +11.1% | -19.1% | -11.0% |
| 3M | -8.9% | -0.3% | -8.6% | -9.3% |
| 6M | -5.0% | +15.9% | -20.9% | -9.7% |
| YTD | +11.9% | +41.6% | -29.7% | -0.3% |
| 1Y | +16.6% | +49.4% | -32.8% | +2.1% |
| 3Y | +62.5% | +157.8% | -95.4% | +20.7% |
| 5Y | +67.6% | +176.6% | -109.0% | +19.3% |
| 10Y | +450.4% | +375.4% | +75.0% | +238.8% |
| All | +413.0% | +339.9% | +73.2% | +216.7% |
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