+565.6%
AU vs USFD
+167.5%
+398.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +3.1% | +3.8% | +6.2% |
| 7D | +20.8% | +3.9% | +16.9% | +19.7% |
| 30D | +5.5% | +12.8% | -7.3% | +3.0% |
| 3M | +3.9% | +1.0% | +3.0% | +3.5% |
| 6M | -5.4% | +30.3% | -35.7% | -10.0% |
| YTD | +20.7% | +46.0% | -25.3% | +10.8% |
| 1Y | +49.8% | +49.6% | +0.2% | +36.7% |
| 3Y | +565.6% | +166.3% | +399.4% | +484.8% |
| All | +565.6% | +167.5% | +398.2% | +484.8% |
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