+158.6%
ADM vs USFD
+321.9%
-163.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.3% |
| 7D | +3.8% | -3.0% | +6.8% | +4.4% |
| 30D | +9.8% | +3.5% | +6.2% | +8.9% |
| 3M | +2.1% | +26.6% | -24.4% | -3.1% |
| 6M | +27.5% | +11.7% | +15.8% | +24.0% |
| YTD | +50.2% | +38.1% | +12.1% | +39.1% |
| 1Y | +40.6% | +33.4% | +7.2% | +31.0% |
| 3Y | +17.2% | +155.8% | -138.6% | -6.5% |
| 5Y | +61.9% | +214.0% | -152.1% | +20.7% |
| All | +158.6% | +321.9% | -163.3% | +79.6% |
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