+328.2%
USFD vs AGI
+430.1%
-101.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.3% |
| 7D | +3.0% | +16.0% | -13.0% | +2.4% |
| 30D | +11.1% | +1.0% | +10.1% | +10.9% |
| 3M | -0.3% | +2.5% | -2.7% | -0.5% |
| 6M | +15.9% | -24.0% | +39.9% | +16.7% |
| YTD | +41.6% | -17.2% | +58.9% | +41.6% |
| 1Y | +49.4% | +4.9% | +44.5% | +47.9% |
| 3Y | +157.8% | +142.6% | +15.3% | +145.7% |
| 5Y | +176.6% | +315.2% | -138.6% | +159.1% |
| 10Y | +375.4% | +338.5% | +36.9% | +364.3% |
| All | +328.2% | +430.1% | -101.8% | +310.2% |
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 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