+341.3%
USFD vs AVAV
+300.2%
+41.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -8.3% | +16.8% | +9.7% |
| 7D | +7.8% | -10.1% | +17.9% | +9.3% |
| 30D | +16.2% | -18.7% | +34.9% | +19.4% |
| 3M | +11.0% | -33.0% | +44.0% | +17.0% |
| 6M | +20.7% | -37.2% | +57.9% | +26.1% |
| YTD | +46.0% | -53.2% | +99.1% | +56.5% |
| 1Y | +49.8% | -69.0% | +118.8% | +72.2% |
| 3Y | +167.3% | -5.5% | +172.8% | +131.9% |
| 5Y | +197.2% | +20.1% | +177.1% | +131.9% |
| 10Y | +389.9% | +371.8% | +18.1% | +216.3% |
| All | +341.3% | +300.2% | +41.1% | +182.9% |
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 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