+60.0%
AMKR vs USFD
+167.5%
-107.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.1% | +3.6% | +5.8% |
| 7D | -5.3% | +3.9% | -9.2% | -6.3% |
| 30D | -28.7% | +12.8% | -41.6% | -31.5% |
| 3M | -36.6% | +1.0% | -37.5% | -36.8% |
| 6M | -54.2% | +30.3% | -84.4% | -59.4% |
| YTD | -10.9% | +46.0% | -56.9% | -27.0% |
| 1Y | +1.3% | +49.6% | -48.3% | -18.5% |
| 3Y | +60.0% | +166.3% | -106.2% | -5.2% |
| All | +60.0% | +167.5% | -107.5% | -5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling