+862.2%
AU vs USFD
+329.0%
+533.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -2.0% | -2.3% |
| 7D | -3.6% | -3.0% | -0.6% | -3.4% |
| 30D | +23.9% | +3.5% | +20.3% | +23.5% |
| 3M | +19.1% | +26.6% | -7.5% | +16.7% |
| 6M | -0.2% | +11.7% | -11.9% | -1.1% |
| YTD | +32.5% | +38.1% | -5.7% | +28.6% |
| 1Y | +96.9% | +33.4% | +63.6% | +91.7% |
| 3Y | +614.7% | +155.8% | +458.9% | +560.1% |
| 5Y | +647.7% | +214.0% | +433.7% | +575.5% |
| 10Y | +679.2% | +320.4% | +358.8% | +551.2% |
| All | +862.2% | +329.0% | +533.1% | +724.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling