+52.1%
USFD vs AMDL
+168.6%
-116.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +14.3% | -14.4% | -0.1% |
| 7D | -0.2% | +18.5% | -18.7% | -0.3% |
| 30D | +12.3% | -24.2% | +36.6% | +12.1% |
| 3M | -0.7% | +11.5% | -12.2% | -0.9% |
| 6M | +31.3% | -1.0% | +32.3% | +30.1% |
| YTD | +45.7% | +260.3% | -214.5% | +35.6% |
| 1Y | +52.1% | +178.2% | -126.0% | +44.5% |
| All | +52.1% | +168.6% | -116.4% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 1y: compounded portfolio wealth divided by compounded AMDL 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…
1y analysis · Full analysis span regression · 6 months rolling