+13.1%
AMCR vs USFD
+32.1%
-19.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.6% |
| 7D | -1.8% | -3.3% | +1.5% | -1.1% |
| 30D | -6.0% | -5.3% | -0.7% | -4.9% |
| 3M | +18.9% | +18.8% | +0.1% | +15.0% |
| 6M | +5.7% | +14.3% | -8.6% | +2.8% |
| YTD | +11.1% | +36.9% | -25.8% | +6.6% |
| All | +13.1% | +32.1% | -19.0% | +8.0% |
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