+30.4%
ANET vs USFD
+22.2%
+8.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.7% | +6.4% | +5.6% |
| 7D | +3.0% | -8.4% | +11.4% | +2.7% |
| 30D | -5.2% | -14.1% | +8.9% | -5.6% |
| 3M | +27.6% | +4.5% | +23.1% | +26.6% |
| 6M | +44.4% | +4.4% | +40.0% | +43.7% |
| YTD | +52.3% | +26.6% | +25.7% | +45.2% |
| 1Y | +30.4% | +19.4% | +11.0% | +22.0% |
| All | +30.4% | +22.2% | +8.2% | +22.0% |
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