+151.3%
ADI vs USFD
+155.8%
-4.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.4% | +0.5% |
| 7D | +13.4% | +1.3% | +12.1% | +12.9% |
| 30D | -1.3% | +10.6% | -11.9% | -5.0% |
| 3M | +6.8% | -2.4% | +9.2% | +7.6% |
| 6M | -1.9% | +28.9% | -30.8% | -13.0% |
| YTD | +52.3% | +43.7% | +8.5% | +24.5% |
| 1Y | +71.6% | +48.5% | +23.1% | +37.4% |
| All | +151.3% | +155.8% | -4.5% | +60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling