+0.3%
AG vs USFD
+215.4%
-215.2%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.5% |
| 7D | -10.0% | +1.7% | -11.6% | -10.5% |
| 30D | -10.5% | +10.2% | -20.6% | -13.7% |
| 3M | -27.3% | -1.5% | -25.8% | -27.0% |
| 6M | -43.0% | +27.3% | -70.3% | -48.5% |
| YTD | -17.9% | +44.0% | -61.9% | -31.0% |
| 1Y | +11.9% | +50.4% | -38.4% | -7.6% |
| 3Y | +201.8% | +153.6% | +48.2% | +92.0% |
| All | +0.3% | +215.4% | -215.2% | -45.9% |
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