+371.2%
USFD vs AVAV
+423.1%
-51.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +12.6% | -9.5% | +1.2% |
| 7D | +3.9% | +3.2% | +0.8% | +3.1% |
| 30D | +12.8% | -7.4% | +20.2% | +13.6% |
| 3M | +1.0% | -32.0% | +33.0% | +6.2% |
| 6M | +30.3% | -24.6% | +54.8% | +32.2% |
| YTD | +46.0% | -47.5% | +93.5% | +53.8% |
| 1Y | +49.6% | -61.5% | +111.1% | +66.2% |
| 3Y | +166.3% | +5.5% | +160.8% | +125.5% |
| 5Y | +208.4% | +35.7% | +172.6% | +132.8% |
| 10Y | +371.2% | +379.1% | -7.9% | +182.0% |
| All | +371.2% | +423.1% | -51.9% | +182.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling