-9.0%
AUR vs USFD
+49.6%
-58.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +8.5% | -12.9% | -4.5% |
| 7D | -19.8% | +7.8% | -27.7% | -19.9% |
| 30D | -29.0% | +16.2% | -45.2% | -29.4% |
| 3M | -43.6% | +11.0% | -54.6% | -43.6% |
| 6M | -36.6% | +20.7% | -57.4% | -36.8% |
| YTD | +6.3% | +46.0% | -39.7% | -1.6% |
| 1Y | -9.0% | +49.8% | -58.8% | -16.6% |
| All | -9.0% | +49.6% | -58.6% | -16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling