+296.3%
ADP vs USFD
+329.0%
-32.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -3.4% | -3.0% | -0.4% | -2.7% |
| 30D | +2.8% | +3.5% | -0.7% | +1.8% |
| 3M | +20.9% | +26.6% | -5.6% | +13.6% |
| 6M | +29.9% | +11.7% | +18.2% | +25.5% |
| YTD | +9.6% | +38.1% | -28.5% | -0.8% |
| 1Y | -5.3% | +33.4% | -38.6% | -13.6% |
| 3Y | +16.5% | +155.8% | -139.3% | -11.9% |
| 5Y | +49.4% | +214.0% | -164.6% | +4.5% |
| 10Y | +282.2% | +320.4% | -38.2% | +134.5% |
| All | +296.3% | +329.0% | -32.7% | +141.2% |
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