+296.4%
ARM vs USFD
+166.4%
+130.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.1% |
| 7D | +5.5% | -3.0% | +8.5% | +7.0% |
| 30D | -8.2% | +3.5% | -11.7% | -9.9% |
| 3M | -35.9% | +26.6% | -62.5% | -45.1% |
| 6M | +103.1% | +11.7% | +91.4% | +89.2% |
| YTD | +130.6% | +38.1% | +92.5% | +81.5% |
| 1Y | +86.1% | +33.4% | +52.7% | +49.2% |
| All | +296.4% | +166.4% | +130.1% | +75.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling