+33.4%
USFD vs AS
-21.9%
+55.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.6% | -3.9% | -0.6% |
| 7D | -3.0% | -4.9% | +1.9% | -2.7% |
| 30D | +3.5% | -19.6% | +23.1% | +4.8% |
| 3M | +26.6% | -14.4% | +41.0% | +27.3% |
| 6M | +11.7% | -20.1% | +31.8% | +12.9% |
| YTD | +38.1% | -20.9% | +59.1% | +38.2% |
| 1Y | +33.4% | -21.9% | +55.2% | +31.2% |
| All | +33.4% | -21.9% | +55.3% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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