+341.3%
USFD vs AMP
+530.9%
-189.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.7% | -0.6% | +1.0% |
| 7D | +3.9% | +3.1% | +0.8% | +2.2% |
| 30D | +12.8% | +3.9% | +8.9% | +10.5% |
| 3M | +1.0% | -5.8% | +6.8% | +4.1% |
| 6M | +30.3% | +12.1% | +18.2% | +21.0% |
| YTD | +46.0% | +7.1% | +38.9% | +37.2% |
| 1Y | +49.6% | +14.2% | +35.4% | +35.1% |
| 3Y | +166.3% | +62.5% | +103.8% | +90.0% |
| 5Y | +208.4% | +82.6% | +125.8% | +101.3% |
| 10Y | +371.2% | +515.9% | -144.7% | +84.7% |
| All | +341.3% | +530.9% | -189.6% | +72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling