+341.3%
ADP vs USFD
+340.6%
+0.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.8% | +4.0% | +1.9% |
| 7D | +7.4% | +3.9% | +3.4% | +6.2% |
| 30D | +17.1% | +10.7% | +6.4% | +13.9% |
| 3M | +14.4% | +6.3% | +8.1% | +12.3% |
| 6M | +47.9% | +16.2% | +31.7% | +41.5% |
| YTD | +22.1% | +41.9% | -19.8% | +9.5% |
| 1Y | +21.8% | +44.2% | -22.4% | +8.6% |
| 3Y | +50.5% | +159.8% | -109.3% | +13.4% |
| 5Y | +49.6% | +177.1% | -127.5% | +8.2% |
| 10Y | +329.3% | +376.2% | -46.9% | +160.0% |
| All | +341.3% | +340.6% | +0.7% | +166.2% |
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