-98.7%
AMC vs USFD
+368.6%
-467.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.1% | +5.2% | +6.6% |
| 7D | +6.6% | +3.9% | +2.7% | +4.5% |
| 30D | +14.1% | +12.8% | +1.3% | +6.9% |
| 3M | +31.3% | +1.0% | +30.3% | +30.5% |
| 6M | +126.7% | +30.3% | +96.4% | +91.7% |
| YTD | +117.9% | +46.0% | +72.0% | +69.8% |
| 1Y | +41.1% | +49.6% | -8.5% | +8.2% |
| 3Y | -61.0% | +166.3% | -227.2% | -79.3% |
| 5Y | -99.1% | +208.4% | -307.5% | -99.6% |
| 10Y | -98.7% | +371.2% | -469.9% | -99.6% |
| All | -98.7% | +368.6% | -467.3% | -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