+317.7%
USFD vs ARMK
+169.9%
+147.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.9% |
| YTD | +38.1% | +55.2% | -17.1% | -0.5% |
| 1Y | +33.4% | +46.6% | -13.2% | -0.6% |
| 3Y | +155.8% | +112.9% | +42.9% | +38.5% |
| 5Y | +214.0% | +144.0% | +70.1% | +50.4% |
| 10Y | +320.4% | +132.4% | +187.9% | +64.7% |
| All | +317.7% | +169.9% | +147.7% | +65.9% |
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