+9.7%
AVTR vs USFD
+184.7%
-174.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.1% | -0.2% | +1.8% |
| 7D | +1.9% | +3.9% | -2.0% | +0.5% |
| 30D | +1.5% | +12.8% | -11.3% | -2.7% |
| 3M | +17.1% | +1.0% | +16.1% | +16.2% |
| 6M | +91.5% | +30.3% | +61.2% | +74.1% |
| YTD | +38.8% | +46.0% | -7.1% | +20.1% |
| 1Y | +37.7% | +49.6% | -11.9% | +18.0% |
| 3Y | -13.5% | +166.3% | -179.7% | -39.6% |
| 5Y | -59.3% | +208.4% | -267.7% | -73.6% |
| All | +9.7% | +184.7% | -174.9% | -36.2% |
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 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