+47.8%
ADP vs USFD
+159.2%
-111.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.1% | -1.2% |
| 7D | +3.2% | +3.0% | +0.3% | +2.6% |
| 30D | +14.9% | +11.1% | +3.8% | +12.9% |
| 3M | +11.6% | -0.3% | +11.9% | +11.5% |
| 6M | +48.5% | +15.9% | +32.6% | +44.9% |
| YTD | +20.6% | +41.6% | -21.0% | +10.1% |
| 1Y | +23.7% | +49.4% | -25.7% | +10.7% |
| 3Y | +47.8% | +157.8% | -110.0% | +21.3% |
| All | +47.8% | +159.2% | -111.4% | +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 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