+346.9%
AZO vs USFD
+359.9%
-13.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +1.3% | +1.7% | -0.3% | +1.0% |
| 30D | +12.0% | +10.2% | +1.8% | +9.6% |
| 3M | +7.2% | -1.5% | +8.7% | +7.4% |
| 6M | -3.2% | +27.3% | -30.5% | -8.3% |
| YTD | -3.9% | +44.0% | -47.9% | -11.6% |
| 1Y | -14.7% | +50.4% | -65.0% | -22.3% |
| 3Y | +20.4% | +153.6% | -133.2% | -3.0% |
| 5Y | +72.8% | +219.0% | -146.2% | +30.3% |
| All | +346.9% | +359.9% | -13.0% | +176.2% |
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 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