+5.2%
AVTR vs USFD
+166.9%
-161.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.2% |
| 7D | +7.4% | -3.3% | +10.7% | +8.6% |
| 30D | +12.2% | -5.3% | +17.5% | +14.2% |
| 3M | +57.4% | +18.8% | +38.6% | +48.3% |
| 6M | +86.7% | +14.3% | +72.4% | +77.6% |
| YTD | +33.1% | +36.9% | -3.8% | +18.1% |
| 1Y | +16.1% | +31.7% | -15.6% | +4.3% |
| 3Y | -24.6% | +164.5% | -189.1% | -47.2% |
| 5Y | -63.5% | +212.6% | -276.1% | -76.5% |
| All | +5.2% | +166.9% | -161.8% | -37.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling