+796.3%
AU vs USFD
+359.9%
+436.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -7.2% | +1.7% | -8.9% | -7.3% |
| 30D | -2.9% | +10.2% | -13.0% | -3.7% |
| 3M | -8.7% | -1.5% | -7.2% | -8.6% |
| 6M | -14.1% | +27.3% | -41.5% | -15.9% |
| YTD | +4.8% | +44.0% | -39.2% | +1.5% |
| 1Y | +11.9% | +50.4% | -38.5% | +7.9% |
| 3Y | +513.8% | +153.6% | +360.2% | +468.3% |
| 5Y | +379.3% | +219.0% | +160.3% | +333.6% |
| All | +796.3% | +359.9% | +436.4% | +697.3% |
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