+13.1%
AZO vs USFD
+149.2%
-136.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.5% | +4.1% | -0.3% |
| 7D | -0.8% | -7.0% | +6.2% | +0.6% |
| 30D | -5.1% | -10.3% | +5.2% | -3.1% |
| 3M | -7.2% | +9.2% | -16.4% | -8.8% |
| 6M | -20.7% | +7.4% | -28.1% | -21.9% |
| YTD | -14.2% | +29.4% | -43.5% | -18.2% |
| 1Y | -32.2% | +24.8% | -57.0% | -34.9% |
| All | +13.1% | +149.2% | -136.0% | -6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling