-5.3%
ADP vs USFD
+34.2%
-39.5%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.1% |
| 7D | -3.4% | -3.0% | -0.4% | -3.5% |
| 30D | +2.8% | +3.5% | -0.7% | +2.9% |
| 3M | +20.9% | +26.6% | -5.6% | +24.4% |
| 6M | +29.9% | +11.7% | +18.2% | +32.0% |
| YTD | +9.6% | +38.1% | -28.5% | +8.4% |
| 1Y | -5.3% | +33.4% | -38.6% | -4.0% |
| All | -5.3% | +34.2% | -39.5% | -4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling