+22.1%
ADM vs USFD
+208.7%
-186.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -1.8% | +8.4% | -10.2% | -3.2% |
| 30D | -13.3% | +12.7% | -26.0% | -15.0% |
| 3M | -13.4% | +1.1% | -14.5% | -13.6% |
| 6M | -9.6% | +30.2% | -39.8% | -14.1% |
| YTD | +23.0% | +45.8% | -22.8% | +13.8% |
| 1Y | +27.4% | +51.9% | -24.6% | +16.9% |
| 3Y | +5.7% | +158.5% | -152.8% | -14.8% |
| 5Y | +22.1% | +208.0% | -186.0% | -7.4% |
| All | +22.1% | +208.7% | -186.7% | -7.4% |
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