+119.6%
ADM vs USFD
+339.9%
-220.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -9.0% | +3.0% | -12.0% | -9.6% |
| 30D | -14.0% | +11.1% | -25.0% | -15.9% |
| 3M | -9.2% | -0.3% | -8.9% | -9.3% |
| 6M | -9.2% | +15.9% | -25.0% | -12.4% |
| YTD | +24.2% | +41.6% | -17.4% | +14.3% |
| 1Y | +27.0% | +49.4% | -22.4% | +15.4% |
| 3Y | +6.6% | +157.8% | -151.2% | -15.0% |
| 5Y | +25.0% | +176.6% | -151.7% | -4.0% |
| 10Y | +100.2% | +375.4% | -275.1% | +33.0% |
| All | +119.6% | +339.9% | -220.2% | +47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling