+288.8%
AZO vs USFD
+329.0%
-40.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +0.7% | -3.0% | +3.7% | +1.4% |
| 30D | -2.7% | +3.5% | -6.2% | -3.5% |
| 3M | -3.2% | +26.6% | -29.8% | -8.0% |
| 6M | -19.7% | +11.7% | -31.4% | -21.8% |
| YTD | -12.0% | +38.1% | -50.2% | -18.3% |
| 1Y | -29.5% | +33.4% | -62.9% | -34.1% |
| 3Y | +17.3% | +155.8% | -138.5% | -5.5% |
| 5Y | +94.1% | +214.0% | -120.0% | +46.9% |
| 10Y | +303.3% | +320.4% | -17.1% | +160.0% |
| All | +288.8% | +329.0% | -40.3% | +148.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling