+1,216.8%
ARES vs USFD
+369.7%
+847.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +4.5% | +3.0% | +1.6% | +3.6% |
| 30D | +15.7% | +11.1% | +4.7% | +12.1% |
| 3M | -2.0% | -0.3% | -1.7% | -2.0% |
| 6M | +10.4% | +15.9% | -5.5% | +4.7% |
| YTD | -14.2% | +41.6% | -55.9% | -24.4% |
| 1Y | -7.8% | +49.4% | -57.2% | -20.2% |
| 3Y | +41.4% | +157.8% | -116.5% | +4.4% |
| 5Y | +83.7% | +176.6% | -93.0% | +31.4% |
| All | +1,216.8% | +369.7% | +847.1% | +897.2% |
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