+102.6%
ADM vs USFD
+368.6%
-266.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.8% |
| 7D | -7.8% | +3.9% | -11.7% | -8.6% |
| 30D | -12.6% | +12.8% | -25.4% | -14.8% |
| 3M | -8.2% | +1.0% | -9.2% | -8.6% |
| 6M | -8.9% | +30.3% | -39.2% | -14.3% |
| YTD | +24.0% | +46.0% | -22.0% | +13.3% |
| 1Y | +26.2% | +49.6% | -23.5% | +14.6% |
| 3Y | +7.0% | +166.3% | -159.3% | -15.3% |
| 5Y | +24.9% | +208.4% | -183.5% | -6.4% |
| 10Y | +102.6% | +371.2% | -268.6% | +38.0% |
| All | +102.6% | +368.6% | -266.0% | +38.0% |
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