+317.7%
USFD vs AGI
+515.0%
-197.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.6% | -0.3% |
| 7D | -3.0% | +0.6% | -3.6% | -3.0% |
| 30D | +3.5% | +18.2% | -14.7% | +2.9% |
| 3M | +26.6% | -4.1% | +30.7% | +26.6% |
| 6M | +11.7% | -28.7% | +40.4% | +12.8% |
| YTD | +38.1% | -4.0% | +42.1% | +37.6% |
| 1Y | +33.4% | +17.4% | +16.0% | +31.6% |
| 3Y | +155.8% | +203.0% | -47.2% | +142.2% |
| 5Y | +214.0% | +376.7% | -162.6% | +192.9% |
| 10Y | +320.4% | +407.5% | -87.1% | +308.5% |
| All | +317.7% | +515.0% | -197.3% | +298.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling