+19.6%
AZO vs USFD
+159.3%
-139.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | -2.6% | -0.2% | -2.5% | -2.6% |
| 30D | +11.7% | +12.3% | -0.6% | +8.9% |
| 3M | +6.4% | -0.7% | +7.1% | +6.2% |
| 6M | -5.5% | +31.3% | -36.8% | -10.6% |
| YTD | -4.5% | +45.7% | -50.2% | -11.3% |
| 1Y | -13.8% | +52.1% | -65.9% | -20.6% |
| All | +19.6% | +159.3% | -139.7% | +5.5% |
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