+95.0%
AG vs USFD
+329.0%
-234.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | +1.0% | -3.0% | +4.0% | +1.6% |
| 30D | +19.2% | +3.5% | +15.6% | +18.2% |
| 3M | +6.2% | +26.6% | -20.4% | +0.4% |
| 6M | -26.7% | +11.7% | -38.4% | -28.8% |
| YTD | +26.1% | +38.1% | -12.0% | +16.2% |
| 1Y | +131.7% | +33.4% | +98.3% | +115.1% |
| 3Y | +255.3% | +155.8% | +99.5% | +185.2% |
| 5Y | +61.9% | +214.0% | -152.1% | +23.3% |
| 10Y | +72.0% | +320.4% | -248.3% | +20.1% |
| All | +95.0% | +329.0% | -234.0% | +40.1% |
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 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