+64.2%
ADM vs USFD
+215.8%
-151.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.3% |
| 7D | +3.8% | -3.0% | +6.8% | +4.3% |
| 30D | +9.8% | +3.5% | +6.2% | +9.0% |
| 3M | +2.1% | +26.6% | -24.4% | -2.4% |
| 6M | +27.5% | +11.7% | +15.8% | +24.5% |
| YTD | +50.2% | +38.1% | +12.1% | +40.4% |
| 1Y | +40.6% | +33.4% | +7.2% | +32.1% |
| 3Y | +17.2% | +155.8% | -138.6% | -5.5% |
| All | +64.2% | +215.8% | -151.6% | +21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling