+24.1%
AMCR vs USFD
+329.0%
-304.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -1.9% | -3.0% | +1.1% | -1.0% |
| 30D | -4.1% | +3.5% | -7.6% | -5.1% |
| 3M | +21.7% | +26.6% | -4.9% | +13.6% |
| 6M | +1.5% | +11.7% | -10.2% | -1.9% |
| YTD | +13.1% | +38.1% | -25.0% | +2.4% |
| 1Y | +16.5% | +33.4% | -16.9% | +6.2% |
| 3Y | +10.3% | +155.8% | -145.6% | -17.6% |
| 5Y | -7.7% | +214.0% | -221.7% | -36.4% |
| 10Y | +24.6% | +320.4% | -295.7% | -23.2% |
| All | +24.1% | +329.0% | -304.9% | -23.2% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling