+165.1%
USFD vs AMP
+72.3%
+92.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | -3.0% | +0.2% | -3.2% | -3.1% |
| 30D | +3.5% | -0.1% | +3.6% | +3.5% |
| 3M | +26.6% | +23.6% | +3.0% | +17.2% |
| 6M | +11.7% | +20.4% | -8.7% | +4.2% |
| YTD | +38.1% | +15.4% | +22.7% | +29.8% |
| 1Y | +33.4% | +11.0% | +22.4% | +27.4% |
| All | +165.1% | +72.3% | +92.8% | +107.5% |
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