+162.8%
USFD vs AVAV
+48.2%
+114.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | -0.3% |
| 7D | -3.0% | -2.2% | -0.8% | -2.9% |
| 30D | +3.5% | -13.9% | +17.5% | +4.2% |
| 3M | +26.6% | -29.2% | +55.8% | +28.2% |
| 6M | +11.7% | -36.1% | +47.8% | +13.5% |
| YTD | +38.1% | -40.2% | +78.3% | +40.4% |
| 1Y | +33.4% | -36.2% | +69.6% | +34.0% |
| All | +162.8% | +48.2% | +114.6% | +143.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling