+317.7%
USFD vs AMBA
+54.7%
+263.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | -3.0% | -11.0% | +7.9% | -1.1% |
| 30D | +3.5% | -23.2% | +26.7% | +8.1% |
| 3M | +26.6% | -12.7% | +39.3% | +26.4% |
| 6M | +11.7% | +11.2% | +0.5% | +5.2% |
| YTD | +38.1% | -11.2% | +49.4% | +34.5% |
| 1Y | +33.4% | -22.5% | +55.9% | +31.4% |
| 3Y | +155.8% | -1.3% | +157.1% | +126.4% |
| 5Y | +214.0% | -54.2% | +268.2% | +196.5% |
| 10Y | +320.4% | -6.1% | +326.5% | +197.0% |
| All | +317.7% | +54.7% | +263.0% | +192.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling