+87.6%
AZO vs USFD
+197.4%
-109.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.5% | +4.1% | -0.2% |
| 7D | -0.8% | -7.0% | +6.2% | +0.8% |
| 30D | -5.1% | -10.3% | +5.2% | -2.9% |
| 3M | -7.2% | +9.2% | -16.4% | -9.1% |
| 6M | -20.7% | +7.4% | -28.1% | -22.1% |
| YTD | -14.2% | +29.4% | -43.5% | -19.2% |
| 1Y | -32.2% | +24.8% | -57.0% | -35.7% |
| 3Y | +11.1% | +150.0% | -138.9% | -11.2% |
| 5Y | +87.6% | +195.5% | -107.9% | +40.9% |
| All | +87.6% | +197.4% | -109.8% | +40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling