+158.3%
USFD vs AMBA
+10.0%
+148.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -9.4% | +6.6% | -2.2% |
| 7D | +3.9% | -14.6% | +18.5% | +4.9% |
| 30D | +10.7% | -18.8% | +29.5% | +12.0% |
| 3M | +6.3% | -32.6% | +38.9% | +8.9% |
| 6M | +16.2% | -25.8% | +42.0% | +16.3% |
| YTD | +41.9% | -22.1% | +64.0% | +40.3% |
| 1Y | +44.2% | -36.2% | +80.4% | +45.4% |
| All | +158.3% | +10.0% | +148.3% | +125.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling