+22.0%
AMCR vs USFD
+352.6%
-330.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | -8.5% | -0.2% | -8.3% | -8.4% |
| 30D | +6.8% | +12.3% | -5.6% | +3.2% |
| 3M | -5.0% | -0.7% | -4.3% | -4.9% |
| 6M | +13.9% | +31.3% | -17.4% | +5.1% |
| YTD | +11.2% | +45.7% | -34.5% | -1.0% |
| 1Y | +11.3% | +52.1% | -40.8% | -2.3% |
| 3Y | +15.4% | +158.2% | -142.9% | -14.0% |
| 5Y | -7.7% | +213.8% | -221.5% | -36.3% |
| 10Y | +20.2% | +367.0% | -346.8% | -27.1% |
| All | +22.0% | +352.6% | -330.6% | -25.7% |
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