+127.4%
ADI vs USFD
+159.2%
-31.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -12.8% | +3.0% | -15.8% | -13.8% |
| 30D | -11.3% | +11.1% | -22.4% | -14.9% |
| 3M | -3.4% | -0.3% | -3.1% | -3.5% |
| 6M | -12.0% | +15.9% | -27.9% | -18.3% |
| YTD | +35.3% | +41.6% | -6.4% | +11.1% |
| 1Y | +58.1% | +49.4% | +8.7% | +25.4% |
| 3Y | +127.4% | +157.8% | -30.5% | +40.9% |
| All | +127.4% | +159.2% | -31.9% | +40.9% |
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