-42.9%
ACHR vs USFD
+215.8%
-258.7%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -0.7% | -3.0% | +2.3% | +1.0% |
| 30D | +9.8% | +3.5% | +6.3% | +7.3% |
| 3M | -10.5% | +26.6% | -37.1% | -24.7% |
| 6M | -15.5% | +11.7% | -27.2% | -23.3% |
| YTD | -24.1% | +38.1% | -62.2% | -41.8% |
| 1Y | -32.4% | +33.4% | -65.8% | -47.1% |
| 3Y | -11.6% | +155.8% | -167.4% | -54.4% |
| All | -42.9% | +215.8% | -258.7% | -73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling