+157.8%
USFD vs AMP
+54.6%
+103.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | +0.4% |
| 7D | +3.0% | +2.2% | +0.8% | +2.3% |
| 30D | +11.1% | +2.2% | +8.8% | +10.4% |
| 3M | -0.3% | -10.4% | +10.1% | +3.3% |
| 6M | +15.9% | +5.8% | +10.0% | +13.2% |
| YTD | +41.6% | +3.3% | +38.3% | +38.2% |
| 1Y | +49.4% | +11.1% | +38.3% | +40.6% |
| 3Y | +157.8% | +56.0% | +101.8% | +104.7% |
| All | +157.8% | +54.6% | +103.2% | +104.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling