+611.3%
ADI vs USFD
+322.5%
+288.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | +2.4% | -3.3% | +5.8% | +3.6% |
| 30D | -6.6% | -5.3% | -1.3% | -5.0% |
| 3M | -9.8% | +18.8% | -28.6% | -15.2% |
| 6M | +15.7% | +14.3% | +1.4% | +9.9% |
| YTD | +35.1% | +36.9% | -1.7% | +20.1% |
| 1Y | +47.7% | +31.7% | +16.0% | +32.8% |
| 3Y | +114.5% | +164.5% | -50.0% | +54.0% |
| 5Y | +141.2% | +212.6% | -71.3% | +62.3% |
| 10Y | +611.3% | +329.7% | +281.6% | +274.1% |
| All | +611.3% | +322.5% | +288.8% | +274.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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