+13.5%
AVTR vs USFD
+34.2%
-20.7%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.4% |
| 7D | +2.7% | -3.0% | +5.7% | +3.1% |
| 30D | +12.1% | +3.5% | +8.5% | +11.5% |
| 3M | +57.2% | +26.6% | +30.7% | +53.3% |
| 6M | +73.1% | +11.7% | +61.4% | +71.1% |
| YTD | +30.6% | +38.1% | -7.5% | +21.9% |
| 1Y | +13.5% | +33.4% | -19.9% | +3.0% |
| All | +13.5% | +34.2% | -20.7% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling