+328.9%
USFD vs ARWR
+867.3%
-538.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.8% | +4.0% | -1.9% |
| 7D | +3.9% | -5.0% | +8.9% | +4.6% |
| 30D | +10.7% | -6.6% | +17.3% | +11.6% |
| 3M | +6.3% | -33.9% | +40.2% | +11.9% |
| 6M | +16.2% | -23.3% | +39.5% | +19.2% |
| YTD | +41.9% | -13.5% | +55.3% | +42.4% |
| 1Y | +44.2% | +42.5% | +1.7% | +34.4% |
| 3Y | +159.8% | +104.1% | +55.7% | +115.8% |
| 5Y | +177.1% | -28.8% | +205.9% | +155.4% |
| 10Y | +376.2% | +911.6% | -535.5% | +225.5% |
| All | +328.9% | +867.3% | -538.4% | +194.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling