+158.3%
USFD vs ARMK
+83.8%
+74.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.9% | +1.1% | -1.8% |
| 7D | +3.9% | -10.2% | +14.1% | +6.8% |
| 30D | +10.7% | -9.3% | +20.0% | +13.3% |
| 3M | +6.3% | -11.4% | +17.7% | +9.4% |
| 6M | +16.2% | +11.6% | +4.6% | +11.5% |
| YTD | +41.9% | +37.5% | +4.4% | +26.0% |
| 1Y | +44.2% | +34.9% | +9.3% | +28.8% |
| All | +158.3% | +83.8% | +74.5% | +114.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling