+686.3%
AU vs USFD
+214.9%
+471.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | -0.3% | -3.3% | +3.1% | +0.4% |
| 30D | +12.8% | -5.3% | +18.1% | +14.0% |
| 3M | +28.5% | +18.8% | +9.7% | +24.3% |
| 6M | +4.8% | +14.3% | -9.5% | +2.1% |
| YTD | +31.0% | +36.9% | -5.9% | +22.4% |
| 1Y | +81.4% | +31.7% | +49.7% | +70.6% |
| 3Y | +618.4% | +164.5% | +454.0% | +482.9% |
| 5Y | +686.3% | +212.6% | +473.7% | +523.3% |
| All | +686.3% | +214.9% | +471.4% | +523.3% |
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 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