+174.6%
ARM vs USFD
+173.1%
+1.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.2% | +4.9% | +4.8% |
| 7D | -15.2% | +3.0% | -18.2% | -16.5% |
| 30D | -40.7% | +11.1% | -51.7% | -43.9% |
| 3M | -39.1% | -0.3% | -38.8% | -39.4% |
| 6M | -26.4% | +15.9% | -42.3% | -33.3% |
| YTD | +59.7% | +41.6% | +18.1% | +23.4% |
| 1Y | +10.3% | +49.4% | -39.1% | -18.9% |
| 3Y | +228.9% | +157.8% | +71.0% | +49.5% |
| All | +174.6% | +173.1% | +1.5% | +19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling