+142.4%
AMT vs USFD
+359.9%
-217.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +1.5% | +1.7% | -0.2% | +1.2% |
| 30D | +6.8% | +10.2% | -3.3% | +5.2% |
| 3M | +11.2% | -1.5% | +12.7% | +11.3% |
| 6M | +12.5% | +27.3% | -14.9% | +8.1% |
| YTD | +12.5% | +44.0% | -31.5% | +5.9% |
| 1Y | +10.1% | +50.4% | -40.2% | +3.0% |
| 3Y | +16.0% | +153.6% | -137.5% | -0.8% |
| 5Y | -17.2% | +219.0% | -236.1% | -32.5% |
| All | +142.4% | +359.9% | -217.5% | +80.5% |
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