+562.6%
AMKR vs USFD
+352.6%
+210.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.1% | +10.6% | +10.6% |
| 7D | +6.8% | -0.2% | +7.0% | +7.2% |
| 30D | -20.8% | +12.3% | -33.1% | -25.2% |
| 3M | -29.7% | -0.7% | -29.0% | -30.0% |
| 6M | -50.2% | +31.3% | -81.4% | -56.8% |
| YTD | -3.0% | +45.7% | -48.7% | -21.0% |
| 1Y | +12.0% | +52.1% | -40.2% | -10.7% |
| 3Y | +67.0% | +158.2% | -91.3% | +3.8% |
| 5Y | +76.5% | +213.8% | -137.2% | -0.2% |
| 10Y | +257.3% | +367.0% | -109.8% | +51.6% |
| All | +562.6% | +352.6% | +210.1% | +181.6% |
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