+6.7%
AVTR vs USFD
+176.2%
-169.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.3% | +2.2% |
| 7D | -3.6% | +3.0% | -6.6% | -4.7% |
| 30D | +0.8% | +11.1% | -10.3% | -2.9% |
| 3M | +17.4% | -0.3% | +17.7% | +17.0% |
| 6M | +83.5% | +15.9% | +67.6% | +73.4% |
| YTD | +35.0% | +41.6% | -6.6% | +18.0% |
| 1Y | +36.7% | +49.4% | -12.7% | +17.1% |
| 3Y | -15.3% | +157.8% | -173.2% | -40.3% |
| 5Y | -59.5% | +176.6% | -236.1% | -72.8% |
| All | +6.7% | +176.2% | -169.5% | -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 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