+233.1%
AMKR vs USFD
+369.2%
-136.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -8.4% | +8.4% | -16.7% | -11.7% |
| 30D | -29.8% | +12.7% | -42.6% | -33.8% |
| 3M | -34.7% | +1.1% | -35.8% | -35.5% |
| 6M | -54.9% | +30.2% | -85.0% | -60.8% |
| YTD | -12.3% | +45.8% | -58.1% | -28.6% |
| 1Y | -1.4% | +51.9% | -53.4% | -21.4% |
| 3Y | +51.1% | +158.5% | -107.4% | -6.4% |
| 5Y | +62.6% | +208.0% | -145.5% | -7.8% |
| 10Y | +233.1% | +376.6% | -143.5% | +44.4% |
| All | +233.1% | +369.2% | -136.2% | +44.4% |
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 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