+112.7%
AMT vs USFD
+369.7%
-257.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.7% |
| 7D | +0.5% | +3.0% | -2.4% | +0.1% |
| 30D | +13.6% | +11.1% | +2.5% | +11.7% |
| 3M | +11.5% | -0.3% | +11.7% | +11.4% |
| 6M | +6.9% | +15.9% | -8.9% | +4.2% |
| YTD | +10.8% | +41.6% | -30.8% | +4.6% |
| 1Y | +10.3% | +49.4% | -39.1% | +3.2% |
| 3Y | +12.4% | +157.8% | -145.4% | -4.2% |
| 5Y | -20.1% | +176.6% | -196.7% | -33.6% |
| All | +112.7% | +369.7% | -257.0% | +53.3% |
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