-10.2%
ADSK vs USFD
+49.6%
-59.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +8.5% | -1.4% | +6.6% |
| 7D | +11.4% | +7.8% | +3.6% | +11.1% |
| 30D | +21.9% | +16.2% | +5.7% | +22.0% |
| 3M | +13.9% | +11.0% | +2.9% | +13.8% |
| 6M | +9.1% | +20.7% | -11.6% | +11.7% |
| YTD | -8.8% | +46.0% | -54.7% | -6.9% |
| 1Y | -10.2% | +49.8% | -60.0% | -8.9% |
| All | -10.2% | +49.6% | -59.8% | -8.9% |
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