+599.5%
AJG vs USFD
+347.2%
+252.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.9% | +2.0% |
| 7D | +0.5% | +1.7% | -1.2% | +0.1% |
| 30D | +19.4% | +10.2% | +9.2% | +16.9% |
| 3M | +11.9% | -1.5% | +13.4% | +12.2% |
| 6M | +48.3% | +27.3% | +20.9% | +40.5% |
| YTD | +10.3% | +44.0% | -33.7% | +0.9% |
| 1Y | +11.5% | +50.4% | -38.8% | +0.9% |
| 3Y | +17.5% | +153.6% | -136.0% | -5.9% |
| 5Y | +79.8% | +219.0% | -139.2% | +34.7% |
| 10Y | +541.5% | +361.5% | +180.0% | +324.5% |
| All | +599.5% | +347.2% | +252.3% | +359.7% |
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