+125.7%
USFD vs AS
+134.9%
-9.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.6% | -0.2% |
| 7D | +3.0% | +6.9% | -4.0% | +2.0% |
| 30D | +11.1% | +16.0% | -4.9% | +8.8% |
| 3M | -0.3% | -12.8% | +12.6% | +1.4% |
| 6M | +15.9% | -15.4% | +31.3% | +18.0% |
| YTD | +41.6% | -15.7% | +57.4% | +43.4% |
| 1Y | +49.4% | +6.1% | +43.3% | +45.4% |
| All | +125.7% | +134.9% | -9.1% | +98.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling