+3.2%
AVTR vs USFD
+169.4%
-166.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.3% |
| 7D | +2.7% | -3.0% | +5.7% | +3.7% |
| 30D | +12.1% | +3.5% | +8.5% | +10.6% |
| 3M | +57.2% | +26.6% | +30.7% | +45.0% |
| 6M | +73.1% | +11.7% | +61.4% | +66.0% |
| YTD | +30.6% | +38.1% | -7.5% | +15.5% |
| 1Y | +13.5% | +33.4% | -19.9% | +1.5% |
| 3Y | -31.0% | +155.8% | -186.8% | -51.1% |
| 5Y | -63.2% | +214.0% | -277.3% | -76.4% |
| All | +3.2% | +169.4% | -166.2% | -38.6% |
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