+362.2%
USFD vs ARMK
+123.7%
+238.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.5% | -4.6% | -3.2% |
| 7D | +3.0% | -2.6% | +5.6% | +4.3% |
| 30D | +11.1% | -5.2% | +16.3% | +14.1% |
| 3M | -0.3% | -6.5% | +6.2% | +2.9% |
| 6M | +15.9% | +15.3% | +0.6% | +2.8% |
| YTD | +41.6% | +43.6% | -2.0% | +6.1% |
| 1Y | +49.4% | +42.1% | +7.3% | +12.4% |
| 3Y | +157.8% | +94.0% | +63.8% | +46.9% |
| 5Y | +176.6% | +96.3% | +80.4% | +52.8% |
| All | +362.2% | +123.7% | +238.5% | +88.5% |
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