+317.7%
USFD vs AVAV
+411.3%
-93.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | -0.1% |
| 7D | -3.0% | -2.2% | -0.8% | -2.7% |
| 30D | +3.5% | -13.9% | +17.5% | +5.7% |
| 3M | +26.6% | -29.2% | +55.8% | +31.6% |
| 6M | +11.7% | -36.1% | +47.8% | +16.8% |
| YTD | +38.1% | -40.2% | +78.3% | +43.5% |
| 1Y | +33.4% | -36.2% | +69.6% | +35.1% |
| 3Y | +155.8% | +47.5% | +108.3% | +104.7% |
| 5Y | +214.0% | +39.3% | +174.8% | +142.2% |
| 10Y | +320.4% | +482.6% | -162.2% | +162.9% |
| All | +317.7% | +411.3% | -93.6% | +159.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling