-41.5%
ACHR vs USFD
+205.6%
-247.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.6% |
| 7D | +4.9% | -3.3% | +8.2% | +6.6% |
| 30D | +4.3% | -5.3% | +9.6% | +7.1% |
| 3M | +1.7% | +18.8% | -17.0% | -8.6% |
| 6M | -6.9% | +14.3% | -21.1% | -15.3% |
| YTD | -22.5% | +36.9% | -59.3% | -37.4% |
| 1Y | -31.5% | +31.7% | -63.2% | -43.6% |
| 3Y | -14.4% | +164.5% | -178.9% | -50.1% |
| 5Y | -41.6% | +212.6% | -254.2% | -68.3% |
| All | -41.5% | +205.6% | -247.2% | -68.1% |
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