+126.6%
ADM vs USFD
+359.9%
-233.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.7% |
| 7D | +4.2% | +1.7% | +2.5% | +3.8% |
| 30D | -12.8% | +10.2% | -23.0% | -14.6% |
| 3M | -8.5% | -1.5% | -7.0% | -8.4% |
| 6M | -10.9% | +27.3% | -38.3% | -15.8% |
| YTD | +29.4% | +44.0% | -14.6% | +18.6% |
| 1Y | +27.5% | +50.4% | -22.8% | +15.7% |
| 3Y | +10.3% | +153.6% | -143.2% | -11.8% |
| 5Y | +27.4% | +219.0% | -191.6% | -5.3% |
| All | +126.6% | +359.9% | -233.3% | +51.9% |
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 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