+216.3%
USFD vs AVAV
+39.7%
+176.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | -0.2% |
| 7D | -3.0% | -2.2% | -0.8% | -2.8% |
| 30D | +3.5% | -13.9% | +17.5% | +4.7% |
| 3M | +26.6% | -29.2% | +55.8% | +29.6% |
| 6M | +11.7% | -36.1% | +47.8% | +14.8% |
| YTD | +38.1% | -40.2% | +78.3% | +41.6% |
| 1Y | +33.4% | -36.2% | +69.6% | +34.4% |
| 3Y | +155.8% | +47.5% | +108.3% | +117.3% |
| All | +216.3% | +39.7% | +176.6% | +156.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling