-7.5%
AMCR vs USFD
+214.9%
-222.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.5% |
| 7D | -1.8% | -3.3% | +1.5% | -0.8% |
| 30D | -6.0% | -5.3% | -0.7% | -4.5% |
| 3M | +18.9% | +18.8% | +0.1% | +12.7% |
| 6M | +5.7% | +14.3% | -8.6% | +1.2% |
| YTD | +11.1% | +36.9% | -25.8% | 0.0% |
| 1Y | +14.4% | +31.7% | -17.3% | +4.1% |
| 3Y | +13.0% | +164.5% | -151.5% | -19.4% |
| 5Y | -7.5% | +212.6% | -220.1% | -39.5% |
| All | -7.5% | +214.9% | -222.4% | -39.5% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling