-22.5%
ACHR vs USFD
+156.3%
-178.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.2% | -7.1% | -7.0% |
| 7D | -9.2% | +1.7% | -10.9% | -9.8% |
| 30D | -1.0% | +10.2% | -11.1% | -6.0% |
| 3M | -42.2% | -1.5% | -40.7% | -41.8% |
| 6M | -38.2% | +27.3% | -65.5% | -48.0% |
| YTD | -46.4% | +44.0% | -90.4% | -61.4% |
| 1Y | -49.4% | +50.4% | -99.7% | -65.2% |
| 3Y | -22.5% | +153.6% | -176.1% | -63.3% |
| All | -22.5% | +156.3% | -178.8% | -63.3% |
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