-99.9%
AMIX vs USFD
+142.8%
-242.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +8.5% | -11.5% | -1.7% |
| 7D | -25.1% | +7.8% | -33.0% | -24.1% |
| 30D | -54.5% | +16.2% | -70.7% | -53.4% |
| 3M | -91.7% | +11.0% | -102.7% | -91.6% |
| 6M | -79.4% | +20.7% | -100.2% | -79.0% |
| YTD | -86.1% | +46.0% | -132.0% | -85.8% |
| 1Y | -91.6% | +49.8% | -141.4% | -91.4% |
| All | -99.9% | +142.8% | -242.8% | -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