-7.0%
AR vs USFD
+16.9%
-23.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.8% | 0.0% | -3.1% |
| 7D | -11.7% | +3.9% | -15.6% | -11.0% |
| 30D | +1.8% | +10.7% | -8.8% | +2.6% |
| 3M | +6.0% | +6.3% | -0.4% | +6.9% |
| 6M | -7.0% | +16.2% | -23.3% | -3.0% |
| All | -7.0% | +16.9% | -23.9% | -3.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling