+148.9%
AWK vs USFD
+339.9%
-191.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | +4.1% | +3.0% | +1.1% | +3.7% |
| 30D | +18.0% | +11.1% | +6.9% | +16.4% |
| 3M | +12.2% | -0.3% | +12.5% | +12.1% |
| 6M | +21.2% | +15.9% | +5.4% | +18.8% |
| YTD | +17.6% | +41.6% | -24.1% | +12.2% |
| 1Y | +19.2% | +49.4% | -30.2% | +12.9% |
| 3Y | +26.7% | +157.8% | -131.1% | +11.2% |
| 5Y | -1.3% | +176.6% | -178.0% | -15.4% |
| 10Y | +159.7% | +375.4% | -215.7% | +113.5% |
| All | +148.9% | +339.9% | -191.0% | +104.8% |
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 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