+162.2%
ARM vs USFD
+173.6%
-11.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -2.8% | -10.3% | -11.9% |
| 7D | -27.1% | +3.9% | -31.0% | -28.6% |
| 30D | -44.9% | +10.7% | -55.6% | -47.8% |
| 3M | -39.3% | +6.3% | -45.6% | -41.5% |
| 6M | -20.2% | +16.2% | -36.4% | -27.7% |
| YTD | +52.5% | +41.9% | +10.7% | +17.8% |
| 1Y | +4.1% | +44.2% | -40.1% | -21.2% |
| 3Y | +211.7% | +159.8% | +51.9% | +41.0% |
| All | +162.2% | +173.6% | -11.4% | +14.1% |
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