-56.5%
AUR vs USFD
+166.8%
-223.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.1% | -4.6% |
| 7D | +7.9% | +1.3% | +6.6% | +7.2% |
| 30D | -18.5% | +10.6% | -29.1% | -24.0% |
| 3M | -36.7% | -2.4% | -34.3% | -36.4% |
| 6M | -39.8% | +28.9% | -68.7% | -50.1% |
| YTD | +13.3% | +43.7% | -30.4% | -15.9% |
| 1Y | +2.8% | +48.5% | -45.7% | -25.7% |
| 3Y | +139.7% | +154.7% | -15.0% | +22.2% |
| 5Y | -56.5% | +218.4% | -274.9% | -80.3% |
| All | -56.5% | +166.8% | -223.3% | -80.2% |
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