-39.8%
AUR vs USFD
+29.3%
-69.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.1% | -5.5% |
| 7D | +7.9% | +1.3% | +6.6% | +8.1% |
| 30D | -18.5% | +10.6% | -29.1% | -17.9% |
| 3M | -36.7% | -2.4% | -34.3% | -36.6% |
| 6M | -39.8% | +28.9% | -68.7% | -35.5% |
| All | -39.8% | +29.3% | -69.1% | -35.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling