+140.1%
AMT vs USFD
+359.1%
-219.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.1% | 0.0% |
| 7D | -2.2% | +1.3% | -3.5% | -2.4% |
| 30D | +5.8% | +10.6% | -4.8% | +4.1% |
| 3M | +12.6% | -2.4% | +15.0% | +12.8% |
| 6M | +8.3% | +28.9% | -20.6% | +3.9% |
| YTD | +11.4% | +43.7% | -32.3% | +4.9% |
| 1Y | +7.7% | +48.5% | -40.8% | +0.9% |
| 3Y | +14.8% | +154.7% | -139.9% | -1.9% |
| 5Y | -18.0% | +218.4% | -236.3% | -33.1% |
| All | +140.1% | +359.1% | -219.0% | +78.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling