+7.3%
ADM vs USFD
+159.3%
-152.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | -11.8% | +12.3% | -24.1% | -12.7% |
| 3M | -11.3% | -0.7% | -10.6% | -11.2% |
| 6M | -10.0% | +31.3% | -41.3% | -13.0% |
| YTD | +25.9% | +45.7% | -19.8% | +19.4% |
| 1Y | +26.7% | +52.1% | -25.5% | +19.5% |
| All | +7.3% | +159.3% | -152.0% | -14.9% |
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