+315.7%
USFD vs AGI
+398.0%
-82.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.3% | -6.8% | -5.5% |
| 7D | -7.0% | +2.2% | -9.2% | -7.1% |
| 30D | -10.3% | +11.3% | -21.6% | -10.7% |
| 3M | +9.2% | +5.6% | +3.5% | +8.8% |
| 6M | +7.4% | -27.7% | +35.1% | +8.4% |
| YTD | +29.4% | -4.1% | +33.5% | +28.9% |
| 1Y | +24.8% | +13.8% | +11.0% | +23.3% |
| 3Y | +150.0% | +217.0% | -67.0% | +136.5% |
| 5Y | +195.5% | +404.3% | -208.9% | +176.0% |
| 10Y | +315.7% | +400.5% | -84.8% | +307.5% |
| All | +315.7% | +398.0% | -82.2% | +307.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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