+367.0%
USFD vs ARMK
+130.7%
+236.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.4% |
| 7D | -0.2% | +2.8% | -3.0% | -2.1% |
| 30D | +12.3% | -1.8% | +14.1% | +12.7% |
| 3M | -0.7% | -10.9% | +10.2% | +6.2% |
| 6M | +31.3% | +21.2% | +10.0% | +12.4% |
| YTD | +45.7% | +47.0% | -1.3% | +7.4% |
| 1Y | +52.1% | +42.9% | +9.3% | +14.1% |
| 3Y | +158.2% | +95.0% | +63.2% | +46.8% |
| 5Y | +213.8% | +106.2% | +107.5% | +67.2% |
| 10Y | +367.0% | +131.6% | +235.4% | +87.0% |
| All | +367.0% | +130.7% | +236.3% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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