+49.8%
USFD vs AVAV
-68.0%
+117.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -8.3% | +16.8% | +8.5% |
| 7D | +7.8% | -10.1% | +17.9% | +7.9% |
| 30D | +16.2% | -18.7% | +34.9% | +16.4% |
| 3M | +11.0% | -33.0% | +44.0% | +11.5% |
| 6M | +20.7% | -37.2% | +57.9% | +20.9% |
| YTD | +46.0% | -53.2% | +99.1% | +48.7% |
| 1Y | +49.8% | -69.0% | +118.8% | +67.8% |
| All | +49.8% | -68.0% | +117.8% | +67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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