+339.8%
USFD vs AMP
+576.7%
-236.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.5% |
| 7D | -3.3% | +2.6% | -5.9% | -4.8% |
| 30D | -5.3% | +0.8% | -6.2% | -5.9% |
| 3M | +18.8% | +24.3% | -5.5% | +4.2% |
| 6M | +14.3% | +20.6% | -6.3% | +1.5% |
| YTD | +36.9% | +14.6% | +22.2% | +23.8% |
| 1Y | +31.7% | +14.5% | +17.2% | +18.7% |
| 3Y | +164.5% | +67.9% | +96.5% | +83.7% |
| 5Y | +212.6% | +122.5% | +90.1% | +79.3% |
| All | +339.8% | +576.7% | -236.9% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 10y: compounded portfolio wealth divided by compounded AMP 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…
10y analysis · Full analysis span regression · 6 months rolling