+1,432.6%
ARES vs USFD
+329.0%
+1,103.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -1.7% | -3.0% | +1.3% | -0.8% |
| 30D | +0.3% | +3.5% | -3.3% | -0.9% |
| 3M | +8.5% | +26.6% | -18.1% | +0.4% |
| 6M | +23.5% | +11.7% | +11.8% | +18.5% |
| YTD | -11.2% | +38.1% | -49.4% | -20.9% |
| 1Y | -19.3% | +33.4% | -52.7% | -27.3% |
| 3Y | +48.7% | +155.8% | -107.2% | +10.7% |
| 5Y | +106.5% | +214.0% | -107.5% | +45.1% |
| 10Y | +1,055.3% | +320.4% | +735.0% | +747.5% |
| All | +1,432.6% | +329.0% | +1,103.5% | +1,060.2% |
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 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