+177.1%
USFD vs AMBA
-72.1%
+249.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -9.4% | +6.6% | -1.6% |
| 7D | +3.9% | -14.6% | +18.5% | +6.0% |
| 30D | +10.7% | -18.8% | +29.5% | +13.5% |
| 3M | +6.3% | -32.6% | +38.9% | +11.5% |
| 6M | +16.2% | -25.8% | +42.0% | +16.9% |
| YTD | +41.9% | -22.1% | +64.0% | +40.1% |
| 1Y | +44.2% | -36.2% | +80.4% | +46.5% |
| 3Y | +159.8% | +10.0% | +149.8% | +122.1% |
| 5Y | +177.1% | -71.6% | +248.7% | +167.9% |
| All | +177.1% | -72.1% | +249.2% | +167.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling