+547.7%
AJG vs USFD
+329.0%
+218.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -1.8% | -3.0% | +1.2% | -1.2% |
| 30D | +4.6% | +3.5% | +1.1% | +3.8% |
| 3M | +24.9% | +26.6% | -1.7% | +18.7% |
| 6M | +17.2% | +11.7% | +5.5% | +14.0% |
| YTD | +2.2% | +38.1% | -36.0% | -5.7% |
| 1Y | -11.5% | +33.4% | -44.9% | -17.7% |
| 3Y | +16.7% | +155.8% | -139.1% | -6.9% |
| 5Y | +89.6% | +214.0% | -124.4% | +42.4% |
| 10Y | +512.4% | +320.4% | +192.0% | +308.8% |
| All | +547.7% | +329.0% | +218.7% | +329.8% |
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