-34.2%
AUR vs USFD
+214.9%
-249.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +3.3% |
| 7D | +19.2% | -3.3% | +22.6% | +21.8% |
| 30D | -7.8% | -5.3% | -2.5% | -4.4% |
| 3M | +4.0% | +18.8% | -14.8% | -8.9% |
| 6M | +45.0% | +14.3% | +30.7% | +29.2% |
| YTD | +69.5% | +36.9% | +32.7% | +27.9% |
| 1Y | +13.0% | +31.7% | -18.7% | -12.4% |
| 3Y | +90.4% | +164.5% | -74.1% | -11.4% |
| 5Y | -34.2% | +212.6% | -246.8% | -71.6% |
| All | -34.2% | +214.9% | -249.1% | -71.6% |
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 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