+535.0%
AMKR vs USFD
+306.5%
+228.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.5% | +6.7% | +3.6% |
| 7D | +8.9% | -7.0% | +15.9% | +12.2% |
| 30D | -2.7% | -10.3% | +7.6% | +1.9% |
| 3M | -27.5% | +9.2% | -36.6% | -31.4% |
| 6M | +19.4% | +7.4% | +12.0% | +13.6% |
| YTD | +30.7% | +29.4% | +1.3% | +12.7% |
| 1Y | +107.9% | +24.8% | +83.1% | +81.4% |
| 3Y | +136.1% | +150.0% | -13.9% | +48.5% |
| 5Y | +96.6% | +195.5% | -98.9% | +13.8% |
| 10Y | +535.0% | +315.7% | +219.3% | +166.3% |
| All | +535.0% | +306.5% | +228.4% | +166.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling