+35.1%
USFD vs AMRZ
-17.3%
+52.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | -0.5% |
| 7D | -3.3% | -2.0% | -1.3% | -3.1% |
| 30D | -5.3% | -9.8% | +4.5% | -4.3% |
| 3M | +18.8% | -17.2% | +36.0% | +20.4% |
| 6M | +14.3% | -26.9% | +41.2% | +17.7% |
| YTD | +36.9% | -21.5% | +58.3% | +39.1% |
| 1Y | +31.7% | -22.9% | +54.6% | +33.7% |
| All | +35.1% | -17.3% | +52.4% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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