+730.8%
AMKR vs USFD
+329.0%
+401.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +1.9% |
| 7D | 0.0% | -3.0% | +3.0% | +1.2% |
| 30D | -11.1% | +3.5% | -14.7% | -12.6% |
| 3M | -35.2% | +26.6% | -61.7% | -42.6% |
| 6M | +4.9% | +11.7% | -6.8% | -1.6% |
| YTD | +21.6% | +38.1% | -16.5% | +2.1% |
| 1Y | +98.0% | +33.4% | +64.7% | +68.4% |
| 3Y | +77.8% | +155.8% | -78.0% | +11.5% |
| 5Y | +79.9% | +214.0% | -134.2% | +2.0% |
| 10Y | +456.9% | +320.4% | +136.5% | +141.9% |
| All | +730.8% | +329.0% | +401.8% | +263.9% |
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