-54.0%
AUR vs USFD
+207.9%
-261.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | +12.7% | -0.2% | +12.9% | +12.9% |
| 30D | -18.7% | +12.3% | -31.1% | -25.7% |
| 3M | -33.8% | -0.7% | -33.1% | -34.3% |
| 6M | -36.6% | +31.3% | -67.9% | -49.5% |
| YTD | +19.8% | +45.7% | -25.9% | -15.9% |
| 1Y | +8.0% | +52.1% | -44.2% | -27.2% |
| 3Y | +153.4% | +158.2% | -4.8% | +12.7% |
| 5Y | -54.0% | +213.8% | -267.8% | -82.0% |
| All | -54.0% | +207.9% | -261.9% | -82.0% |
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