+132.6%
USFD vs AS
+139.2%
-6.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +5.1% | +3.3% | +7.7% |
| 7D | +7.8% | +13.8% | -5.9% | +5.9% |
| 30D | +16.2% | +16.7% | -0.5% | +13.7% |
| 3M | +11.0% | -11.5% | +22.5% | +12.5% |
| 6M | +20.7% | -5.5% | +26.2% | +20.9% |
| YTD | +46.0% | -14.2% | +60.1% | +47.4% |
| 1Y | +49.8% | +2.1% | +47.7% | +46.8% |
| All | +132.6% | +139.2% | -6.6% | +104.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling