+52.1%
USFD vs ARWR
+20.5%
+31.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -15.3% | +18.4% | +4.1% |
| 7D | +3.9% | -17.3% | +21.3% | +5.2% |
| 30D | +12.8% | -21.5% | +34.4% | +14.6% |
| 3M | +1.0% | -43.8% | +44.8% | +4.9% |
| 6M | +30.3% | -32.3% | +62.5% | +33.2% |
| YTD | +46.0% | -25.8% | +71.8% | +48.0% |
| All | +52.1% | +20.5% | +31.5% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 1y: compounded portfolio wealth divided by compounded ARWR 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…
1y analysis · Full analysis span regression · 6 months rolling