+16.8%
AMCR vs USFD
+306.5%
-289.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.5% | +2.7% | -1.1% |
| 7D | -6.3% | -7.0% | +0.7% | -4.3% |
| 30D | -7.1% | -10.3% | +3.2% | -4.2% |
| 3M | +12.7% | +9.2% | +3.5% | +9.7% |
| 6M | +5.2% | +7.4% | -2.3% | +2.8% |
| YTD | +8.1% | +29.4% | -21.3% | -0.4% |
| 1Y | +11.7% | +24.8% | -13.1% | +3.7% |
| 3Y | +9.9% | +150.0% | -140.1% | -17.6% |
| 5Y | -8.7% | +195.5% | -204.1% | -36.2% |
| 10Y | +16.8% | +315.7% | -298.9% | -25.3% |
| All | +16.8% | +306.5% | -289.7% | -25.3% |
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