-5.9%
AMCR vs USFD
+208.7%
-214.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -3.8% | +8.4% | -12.1% | -6.3% |
| 30D | +8.3% | +12.7% | -4.4% | +4.2% |
| 3M | -2.7% | +1.1% | -3.8% | -3.2% |
| 6M | +16.7% | +30.2% | -13.4% | +7.0% |
| YTD | +13.2% | +45.8% | -32.6% | -0.7% |
| 1Y | +13.7% | +51.9% | -38.2% | -1.7% |
| 3Y | +17.4% | +158.5% | -141.0% | -17.0% |
| 5Y | -5.9% | +208.0% | -214.0% | -39.2% |
| All | -5.9% | +208.7% | -214.7% | -39.2% |
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