+208.4%
USFD vs ARMK
+107.5%
+100.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.2% | -1.1% | +1.0% |
| 7D | +3.9% | +0.9% | +3.0% | +3.1% |
| 30D | +12.8% | -0.4% | +13.2% | +12.4% |
| 3M | +1.0% | -2.0% | +2.9% | +1.1% |
| 6M | +30.3% | +22.0% | +8.3% | +15.5% |
| YTD | +46.0% | +49.6% | -3.6% | +14.0% |
| 1Y | +49.6% | +46.4% | +3.3% | +18.0% |
| 3Y | +166.3% | +103.2% | +63.0% | +61.3% |
| 5Y | +208.4% | +108.1% | +100.3% | +75.4% |
| All | +208.4% | +107.5% | +100.9% | +75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling