+24.8%
USFD vs AGI
+12.0%
+12.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.3% | -6.8% | -5.5% |
| 7D | -7.0% | +2.2% | -9.2% | -7.0% |
| 30D | -10.3% | +11.3% | -21.6% | -10.3% |
| 3M | +9.2% | +5.6% | +3.5% | +9.0% |
| 6M | +7.4% | -27.7% | +35.1% | +7.1% |
| YTD | +29.4% | -4.1% | +33.5% | +27.8% |
| 1Y | +24.8% | +13.8% | +11.0% | +20.2% |
| All | +24.8% | +12.0% | +12.8% | +20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling