-98.9%
AMC vs USFD
+321.9%
-420.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.5% |
| 7D | +2.3% | -3.0% | +5.3% | +3.9% |
| 30D | -0.7% | +3.5% | -4.3% | -3.0% |
| 3M | +35.2% | +26.6% | +8.6% | +16.5% |
| 6M | +124.6% | +11.7% | +112.9% | +107.5% |
| YTD | +69.9% | +38.1% | +31.7% | +36.5% |
| 1Y | -2.6% | +33.4% | -36.0% | -20.6% |
| 3Y | -79.8% | +155.8% | -235.6% | -89.1% |
| 5Y | -99.4% | +214.0% | -313.4% | -99.7% |
| All | -98.9% | +321.9% | -420.8% | -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