+354.1%
USFD vs AVAV
+315.4%
+38.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.6% |
| 7D | +1.7% | +4.2% | -2.6% | +1.0% |
| 30D | +10.2% | -2.6% | +12.7% | +10.0% |
| 3M | -1.5% | -38.0% | +36.5% | +5.0% |
| 6M | +27.3% | -27.0% | +54.4% | +29.8% |
| YTD | +44.0% | -51.4% | +95.4% | +53.4% |
| 1Y | +50.4% | -60.2% | +110.6% | +65.6% |
| 3Y | +153.6% | -6.7% | +160.2% | +119.5% |
| 5Y | +219.0% | +28.3% | +190.7% | +142.4% |
| All | +354.1% | +315.4% | +38.7% | +180.8% |
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 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