+1,131.0%
ARES vs USFD
+375.5%
+755.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +0.8% | -0.2% | +0.9% | +0.8% |
| 30D | +16.7% | +12.3% | +4.4% | +12.6% |
| 3M | -2.6% | -0.7% | -1.9% | -2.5% |
| 6M | +13.0% | +31.3% | -18.3% | +3.1% |
| YTD | -11.7% | +45.7% | -57.4% | -22.9% |
| 1Y | -6.7% | +52.1% | -58.8% | -19.7% |
| 3Y | +40.5% | +158.2% | -117.7% | +3.5% |
| 5Y | +88.2% | +213.8% | -125.5% | +30.7% |
| 10Y | +1,131.0% | +367.0% | +763.9% | +784.5% |
| All | +1,131.0% | +375.5% | +755.4% | +784.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling