+341.0%
USFD vs AGI
+413.7%
-72.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.3% | +5.3% | +0.1% |
| 7D | +8.4% | +13.9% | -5.5% | +7.8% |
| 30D | +12.7% | -6.2% | +19.0% | +12.9% |
| 3M | +1.1% | -6.9% | +8.1% | +1.2% |
| 6M | +30.2% | -28.7% | +58.9% | +31.4% |
| YTD | +45.8% | -19.8% | +65.6% | +46.0% |
| 1Y | +51.9% | -4.8% | +56.7% | +51.0% |
| 3Y | +158.5% | +144.3% | +14.2% | +146.3% |
| 5Y | +208.0% | +277.2% | -69.2% | +188.9% |
| 10Y | +376.6% | +365.9% | +10.7% | +364.5% |
| All | +341.0% | +413.7% | -72.8% | +322.9% |
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