+362.2%
USFD vs AVAV
+361.4%
+0.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.5% | -10.6% | -1.7% |
| 7D | +3.0% | -10.6% | +13.5% | +4.4% |
| 30D | +11.1% | -18.8% | +29.9% | +14.0% |
| 3M | -0.3% | -34.1% | +33.8% | +5.3% |
| 6M | +15.9% | -35.3% | +51.2% | +20.5% |
| YTD | +41.6% | -53.4% | +95.0% | +51.9% |
| 1Y | +49.4% | -65.6% | +115.0% | +68.8% |
| 3Y | +157.8% | -5.1% | +162.9% | +121.9% |
| 5Y | +176.6% | +18.5% | +158.1% | +114.1% |
| All | +362.2% | +361.4% | +0.8% | +179.9% |
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