+289.2%
AZO vs USFD
+310.2%
-21.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.7% |
| 7D | -2.9% | -8.0% | +5.1% | -1.2% |
| 30D | -5.3% | -13.1% | +7.8% | -2.5% |
| 3M | -7.3% | +6.5% | -13.9% | -8.7% |
| 6M | -22.7% | +5.7% | -28.4% | -23.8% |
| YTD | -15.0% | +27.5% | -42.6% | -19.7% |
| 1Y | -32.2% | +23.4% | -55.7% | -35.7% |
| 3Y | +10.0% | +146.4% | -136.4% | -10.8% |
| 5Y | +85.8% | +196.8% | -110.9% | +42.2% |
| All | +289.2% | +310.2% | -21.0% | +151.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling