+214.2%
ADSK vs USFD
+310.2%
-96.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +2.9% |
| 7D | -10.9% | -8.0% | -2.9% | -8.6% |
| 30D | -15.9% | -13.1% | -2.8% | -12.2% |
| 3M | -4.4% | +6.5% | -10.9% | -6.5% |
| 6M | -16.6% | +5.7% | -22.4% | -18.7% |
| YTD | -28.5% | +27.5% | -56.0% | -35.1% |
| 1Y | -34.6% | +23.4% | -58.1% | -40.2% |
| 3Y | -3.5% | +146.4% | -149.9% | -29.7% |
| 5Y | -25.6% | +196.8% | -222.4% | -49.2% |
| All | +214.2% | +310.2% | -96.0% | +66.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling