-16.5%
AVTR vs USFD
+156.3%
-172.8%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +0.5% | +1.7% | -1.2% | 0.0% |
| 30D | -1.0% | +10.2% | -11.2% | -3.8% |
| 3M | +12.2% | -1.5% | +13.7% | +12.6% |
| 6M | +97.5% | +27.3% | +70.1% | +83.5% |
| YTD | +35.6% | +44.0% | -8.4% | +18.3% |
| 1Y | +32.8% | +50.4% | -17.5% | +13.8% |
| 3Y | -16.5% | +153.6% | -170.1% | -35.8% |
| All | -16.5% | +156.3% | -172.8% | -35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling