+24.2%
AMCR vs USFD
+353.0%
-328.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -3.8% | +8.4% | -12.1% | -6.0% |
| 30D | +8.3% | +12.7% | -4.4% | +4.6% |
| 3M | -2.7% | +1.1% | -3.8% | -3.1% |
| 6M | +16.7% | +30.2% | -13.4% | +7.9% |
| YTD | +13.2% | +45.8% | -32.6% | +0.8% |
| 1Y | +13.7% | +51.9% | -38.2% | -0.1% |
| 3Y | +17.4% | +158.5% | -141.0% | -12.5% |
| 5Y | -5.9% | +208.0% | -214.0% | -34.8% |
| 10Y | +22.4% | +376.6% | -354.2% | -25.8% |
| All | +24.2% | +353.0% | -328.8% | -24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling