+555.5%
AMZN vs USFD
+322.5%
+233.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | +0.8% | -3.3% | +4.2% | +1.5% |
| 30D | -6.4% | -5.3% | -1.1% | -5.4% |
| 3M | +4.8% | +18.8% | -14.0% | +1.0% |
| 6M | +20.5% | +14.3% | +6.2% | +16.9% |
| YTD | +11.3% | +36.9% | -25.5% | +3.6% |
| 1Y | +9.0% | +31.7% | -22.8% | +2.0% |
| 3Y | +85.9% | +164.5% | -78.6% | +52.1% |
| 5Y | +45.8% | +212.6% | -166.8% | +15.8% |
| 10Y | +555.5% | +329.7% | +225.8% | +410.5% |
| All | +555.5% | +322.5% | +233.0% | +410.5% |
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