-98.4%
AMC vs USFD
+353.3%
-451.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +8.5% | -1.1% | +2.7% |
| 7D | +17.7% | +7.8% | +9.9% | +12.9% |
| 30D | +26.2% | +16.2% | +10.0% | +16.1% |
| 3M | +31.3% | +11.0% | +20.3% | +23.2% |
| 6M | +142.8% | +20.7% | +122.0% | +114.4% |
| YTD | +125.6% | +46.0% | +79.7% | +75.8% |
| 1Y | +40.2% | +49.8% | -9.5% | +7.1% |
| 3Y | -67.2% | +167.3% | -234.4% | -82.6% |
| 5Y | -99.1% | +197.2% | -296.3% | -99.6% |
| 10Y | -98.5% | +389.9% | -488.4% | -99.5% |
| All | -98.4% | +353.3% | -451.7% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling