+363.0%
USFD vs AVAV
+317.7%
+45.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -9.8% | +7.0% | -1.3% |
| 7D | +3.9% | -24.3% | +28.2% | +8.1% |
| 30D | +10.7% | -28.9% | +39.6% | +16.0% |
| 3M | +6.3% | -39.3% | +45.6% | +13.8% |
| 6M | +16.2% | -38.8% | +55.0% | +21.9% |
| YTD | +41.9% | -57.8% | +99.7% | +54.6% |
| 1Y | +44.2% | -70.9% | +115.1% | +67.6% |
| 3Y | +159.8% | -14.8% | +174.6% | +127.6% |
| 5Y | +177.1% | +7.3% | +169.8% | +117.8% |
| All | +363.0% | +317.7% | +45.3% | +184.8% |
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