+84.6%
AMGN vs USFD
+159.2%
-74.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -1.2% | +3.0% | -4.2% | -1.9% |
| 30D | +11.5% | +11.1% | +0.4% | +8.9% |
| 3M | +14.4% | -0.3% | +14.7% | +14.3% |
| 6M | +40.9% | +15.9% | +25.0% | +36.2% |
| YTD | +43.5% | +41.6% | +1.9% | +32.1% |
| 1Y | +49.9% | +49.4% | +0.5% | +36.1% |
| 3Y | +84.6% | +157.8% | -73.2% | +43.6% |
| All | +84.6% | +159.2% | -74.6% | +43.6% |
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