+41.0%
AG vs USFD
+339.9%
-298.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | +6.3% | +3.0% | +3.4% | +5.7% |
| 30D | -8.9% | +11.1% | -20.0% | -11.0% |
| 3M | -12.2% | -0.3% | -11.9% | -12.2% |
| 6M | -28.3% | +15.9% | -44.2% | -30.9% |
| YTD | -8.8% | +41.6% | -50.4% | -16.5% |
| 1Y | +39.4% | +49.4% | -10.0% | +26.3% |
| 3Y | +229.4% | +157.8% | +71.6% | +163.9% |
| 5Y | +14.5% | +176.6% | -162.1% | -11.2% |
| 10Y | +82.7% | +375.4% | -292.6% | +23.3% |
| All | +41.0% | +339.9% | -298.9% | +0.7% |
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