+328.9%
USFD vs AMBA
+35.7%
+293.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -9.4% | +6.6% | -1.3% |
| 7D | +3.9% | -14.6% | +18.5% | +6.5% |
| 30D | +10.7% | -18.8% | +29.5% | +14.1% |
| 3M | +6.3% | -32.6% | +38.9% | +12.6% |
| 6M | +16.2% | -25.8% | +42.0% | +17.2% |
| YTD | +41.9% | -22.1% | +64.0% | +40.2% |
| 1Y | +44.2% | -36.2% | +80.4% | +46.9% |
| 3Y | +159.8% | +10.0% | +149.8% | +122.0% |
| 5Y | +177.1% | -71.6% | +248.7% | +186.9% |
| 10Y | +376.2% | -4.7% | +380.9% | +239.1% |
| All | +328.9% | +35.7% | +293.2% | +205.1% |
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