-10.3%
AMCR vs USFD
+214.9%
-225.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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 | +12.7% | +31.7% | -19.0% | +2.5% |
| 3Y | +9.6% | +164.5% | -154.9% | -21.8% |
| 5Y | -10.3% | +212.6% | -222.9% | -41.3% |
| All | -10.3% | +214.9% | -225.2% | -41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling