+192.6%
USFD vs ARMK
+96.3%
+96.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.5% | -4.6% | -2.4% |
| 7D | +3.0% | -2.6% | +5.6% | +4.0% |
| 30D | +11.1% | -5.2% | +16.3% | +13.4% |
| 3M | -0.3% | -6.5% | +6.2% | +2.2% |
| 6M | +15.9% | +15.3% | +0.6% | +5.7% |
| YTD | +41.6% | +43.6% | -2.0% | +12.8% |
| 1Y | +49.4% | +42.1% | +7.3% | +19.5% |
| 3Y | +157.8% | +94.0% | +63.8% | +60.0% |
| All | +192.6% | +96.3% | +96.3% | +71.7% |
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