+321.0%
USFD vs ARMK
+131.6%
+189.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.2% |
| 7D | -3.0% | -2.4% | -0.6% | -1.4% |
| 30D | +3.5% | 0.0% | +3.5% | +3.0% |
| 3M | +26.6% | +6.7% | +19.9% | +20.5% |
| 6M | +11.7% | +38.8% | -27.1% | -12.1% |
| YTD | +38.1% | +55.2% | -17.1% | -0.8% |
| 1Y | +33.4% | +46.6% | -13.2% | -0.9% |
| 3Y | +155.8% | +112.9% | +42.9% | +37.7% |
| 5Y | +214.0% | +144.0% | +70.1% | +49.4% |
| All | +321.0% | +131.6% | +189.5% | +66.3% |
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