-51.8%
ACHR vs USFD
+225.9%
-277.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.1% | +5.3% | +6.8% |
| 7D | +15.3% | +3.9% | +11.4% | +13.0% |
| 30D | -3.0% | +12.8% | -15.9% | -8.9% |
| 3M | -14.0% | +1.0% | -14.9% | -14.7% |
| 6M | -25.8% | +30.3% | -56.0% | -36.8% |
| YTD | -36.0% | +46.0% | -82.0% | -50.2% |
| 1Y | -41.2% | +49.6% | -90.8% | -54.9% |
| 3Y | -8.6% | +166.3% | -174.8% | -47.2% |
| 5Y | -20.6% | +208.4% | -229.0% | -58.4% |
| All | -51.8% | +225.9% | -277.7% | -74.6% |
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