+11.3%
AMCR vs USFD
+51.3%
-40.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | -8.5% | -0.2% | -8.3% | -8.4% |
| 30D | +6.8% | +12.3% | -5.6% | +3.5% |
| 3M | -5.0% | -0.7% | -4.3% | -5.1% |
| 6M | +13.9% | +31.3% | -17.4% | +7.2% |
| YTD | +11.2% | +45.7% | -34.5% | +5.1% |
| 1Y | +11.3% | +52.1% | -40.8% | +5.4% |
| All | +11.3% | +51.3% | -40.0% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling