+20.4%
AMCR vs USFD
+329.0%
-308.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -1.9% | -3.0% | +1.1% | -1.0% |
| 30D | -4.1% | +3.5% | -7.6% | -5.1% |
| 3M | +21.7% | +26.6% | -4.9% | +13.6% |
| 6M | +1.5% | +11.7% | -10.2% | -1.9% |
| YTD | +13.1% | +38.1% | -25.0% | +2.4% |
| 1Y | +13.0% | +33.4% | -20.4% | +3.0% |
| 3Y | +6.9% | +155.8% | -148.9% | -20.1% |
| 5Y | -10.5% | +214.0% | -224.5% | -38.4% |
| 10Y | +20.9% | +320.4% | -299.5% | -25.5% |
| All | +20.4% | +329.0% | -308.7% | -25.6% |
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