-20.6%
AMT vs USFD
+204.0%
-224.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -0.6% |
| 7D | +0.4% | +3.9% | -3.5% | -0.5% |
| 30D | +3.7% | +12.8% | -9.1% | +0.9% |
| 3M | +10.7% | +1.0% | +9.8% | +10.3% |
| 6M | +9.3% | +30.3% | -21.0% | +2.7% |
| YTD | +10.9% | +46.0% | -35.0% | +1.4% |
| 1Y | +10.5% | +49.6% | -39.1% | +0.4% |
| 3Y | +15.5% | +166.3% | -150.7% | -11.4% |
| 5Y | -20.6% | +208.4% | -229.0% | -43.7% |
| All | -20.6% | +204.0% | -224.5% | -43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling