-99.9%
AMIX vs USFD
+136.0%
-236.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.8% | -2.8% | -6.0% |
| 7D | -25.5% | +3.9% | -29.4% | -24.9% |
| 30D | -56.2% | +10.7% | -66.9% | -55.4% |
| 3M | -87.4% | +6.3% | -93.8% | -87.3% |
| 6M | -80.9% | +16.2% | -97.1% | -80.6% |
| YTD | -86.8% | +41.9% | -128.7% | -86.7% |
| 1Y | -91.3% | +44.2% | -135.5% | -91.2% |
| All | -99.9% | +136.0% | -236.0% | -99.9% |
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