+126.1%
USFD vs AS
+133.7%
-7.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -2.5% |
| 7D | +3.9% | +7.1% | -3.2% | +3.0% |
| 30D | +10.7% | +12.8% | -2.1% | +8.9% |
| 3M | +6.3% | -14.7% | +21.1% | +8.4% |
| 6M | +16.2% | -9.9% | +26.2% | +17.2% |
| YTD | +41.9% | -16.1% | +58.0% | +43.7% |
| 1Y | +44.2% | +0.2% | +44.0% | +41.7% |
| All | +126.1% | +133.7% | -7.6% | +99.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling