-36.6%
AUR vs USFD
+156.4%
-193.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +8.7% | -3.0% | +11.8% | +10.7% |
| 30D | -5.2% | +3.5% | -8.8% | -7.4% |
| 3M | -7.3% | +26.6% | -33.9% | -21.4% |
| 6M | +41.2% | +11.7% | +29.5% | +29.0% |
| YTD | +65.1% | +38.1% | +27.0% | +27.0% |
| 1Y | +13.4% | +33.4% | -20.0% | -10.9% |
| 3Y | +98.1% | +155.8% | -57.7% | +1.7% |
| 5Y | -36.0% | +214.0% | -250.1% | -70.0% |
| All | -36.6% | +156.4% | -193.0% | -70.1% |
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