+147.9%
AWK vs USFD
+352.6%
-204.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | +15.5% | +12.3% | +3.2% | +13.8% |
| 3M | +10.0% | -0.7% | +10.7% | +10.0% |
| 6M | +20.4% | +31.3% | -10.9% | +16.2% |
| YTD | +17.1% | +45.7% | -28.7% | +11.3% |
| 1Y | +18.3% | +52.1% | -33.9% | +11.8% |
| 3Y | +30.4% | +158.2% | -127.9% | +14.3% |
| 5Y | -2.7% | +213.8% | -216.4% | -17.7% |
| 10Y | +154.7% | +367.0% | -212.3% | +109.7% |
| All | +147.9% | +352.6% | -204.7% | +103.2% |
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 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