+116.5%
AMT vs USFD
+329.0%
-212.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -0.2% | -3.0% | +2.8% | +0.2% |
| 30D | +4.6% | +3.5% | +1.1% | +4.0% |
| 3M | -8.4% | +26.6% | -35.0% | -11.8% |
| 6M | -6.0% | +11.7% | -17.7% | -7.8% |
| YTD | +2.1% | +38.1% | -36.0% | -3.1% |
| 1Y | -6.4% | +33.4% | -39.8% | -10.8% |
| 3Y | +8.1% | +155.8% | -147.8% | -7.8% |
| 5Y | -31.9% | +214.0% | -246.0% | -44.4% |
| 10Y | +97.1% | +320.4% | -223.3% | +48.5% |
| All | +116.5% | +329.0% | -212.5% | +62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling