+362.2%
USFD vs AMBA
-0.9%
+363.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.1% | -6.3% | -1.2% |
| 7D | +3.0% | -7.2% | +10.2% | +4.1% |
| 30D | +11.1% | -10.4% | +21.4% | +12.7% |
| 3M | -0.3% | -30.1% | +29.8% | +5.0% |
| 6M | +15.9% | -22.4% | +38.3% | +16.0% |
| YTD | +41.6% | -17.3% | +59.0% | +38.5% |
| 1Y | +49.4% | -35.4% | +84.8% | +52.2% |
| 3Y | +157.8% | +18.6% | +139.2% | +116.5% |
| 5Y | +176.6% | -69.8% | +246.5% | +184.0% |
| All | +362.2% | -0.9% | +363.0% | +218.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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