-98.8%
AMC vs USFD
+359.9%
-458.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | +3.5% | +1.7% | +1.8% | +2.7% |
| 30D | +12.5% | +10.2% | +2.3% | +6.8% |
| 3M | +23.6% | -1.5% | +25.1% | +24.5% |
| 6M | +144.4% | +27.3% | +117.0% | +109.4% |
| YTD | +108.3% | +44.0% | +64.3% | +63.6% |
| 1Y | +38.9% | +50.4% | -11.5% | +6.1% |
| 3Y | -58.9% | +153.6% | -212.4% | -77.5% |
| 5Y | -99.2% | +219.0% | -318.2% | -99.6% |
| All | -98.8% | +359.9% | -458.7% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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