-19.1%
AJG vs USFD
+22.2%
-41.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.2% |
| 7D | -8.3% | -8.4% | +0.1% | -7.6% |
| 30D | -5.7% | -14.1% | +8.4% | -4.7% |
| 3M | +9.1% | +4.5% | +4.6% | +10.0% |
| 6M | +15.2% | +4.4% | +10.8% | +16.2% |
| YTD | -6.3% | +26.6% | -32.9% | -8.4% |
| 1Y | -19.1% | +19.4% | -38.5% | -17.1% |
| All | -19.1% | +22.2% | -41.4% | -17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling