+317.7%
USFD vs AMP
+580.0%
-262.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | +0.1% |
| 7D | -3.0% | +0.2% | -3.2% | -3.2% |
| 30D | +3.5% | -0.1% | +3.6% | +3.4% |
| 3M | +26.6% | +23.6% | +3.0% | +11.7% |
| 6M | +11.7% | +20.4% | -8.7% | -0.4% |
| YTD | +38.1% | +15.4% | +22.7% | +24.7% |
| 1Y | +33.4% | +11.0% | +22.4% | +22.7% |
| 3Y | +155.8% | +70.5% | +85.3% | +77.8% |
| 5Y | +214.0% | +121.4% | +92.6% | +83.6% |
| 10Y | +320.4% | +575.6% | -255.2% | +58.2% |
| All | +317.7% | +580.0% | -262.4% | +56.4% |
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