-99.8%
AMIX vs USFD
+129.8%
-229.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.6% | -2.0% |
| 7D | -13.7% | -3.0% | -10.7% | -14.2% |
| 30D | -62.1% | +3.5% | -65.6% | -61.8% |
| 3M | -46.2% | +26.6% | -72.7% | -45.9% |
| 6M | -46.4% | +11.7% | -58.1% | -46.0% |
| YTD | -60.3% | +38.1% | -98.4% | -60.0% |
| 1Y | -79.7% | +33.4% | -113.1% | -79.5% |
| All | -99.8% | +129.8% | -229.6% | -99.8% |
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