+328.9%
USFD vs ARMK
+139.1%
+189.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.9% | +1.1% | -0.2% |
| 7D | +3.9% | -10.2% | +14.1% | +11.2% |
| 30D | +10.7% | -9.3% | +20.0% | +17.2% |
| 3M | +6.3% | -11.4% | +17.7% | +13.8% |
| 6M | +16.2% | +11.6% | +4.6% | +5.5% |
| YTD | +41.9% | +37.5% | +4.4% | +9.8% |
| 1Y | +44.2% | +34.9% | +9.3% | +12.8% |
| 3Y | +159.8% | +83.4% | +76.3% | +54.8% |
| 5Y | +177.1% | +87.9% | +89.2% | +58.7% |
| 10Y | +376.2% | +117.0% | +259.2% | +100.6% |
| All | +328.9% | +139.1% | +189.8% | +83.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling