-98.7%
AMC vs USFD
+369.7%
-468.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +2.6% | +3.0% | -0.3% | +1.1% |
| 30D | +9.0% | +11.1% | -2.0% | +2.9% |
| 3M | +22.2% | -0.3% | +22.5% | +22.2% |
| 6M | +91.5% | +15.9% | +75.6% | +73.1% |
| YTD | +101.3% | +41.6% | +59.7% | +59.4% |
| 1Y | +20.8% | +49.4% | -28.6% | -7.6% |
| 3Y | -71.3% | +157.8% | -229.2% | -84.6% |
| 5Y | -99.2% | +176.6% | -275.9% | -99.6% |
| All | -98.7% | +369.7% | -468.4% | -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