+19.3%
ARM vs USFD
+49.6%
-30.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +8.5% | -13.7% | -4.8% |
| 7D | -18.7% | +7.8% | -26.5% | -18.3% |
| 30D | -36.7% | +16.2% | -52.8% | -36.6% |
| 3M | -31.6% | +11.0% | -42.6% | -31.5% |
| 6M | -5.6% | +20.7% | -26.4% | -5.7% |
| YTD | +75.5% | +46.0% | +29.5% | +76.1% |
| 1Y | +19.3% | +49.8% | -30.5% | +19.5% |
| All | +19.3% | +49.6% | -30.3% | +19.5% |
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 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