+253.5%
ADSK vs USFD
+365.4%
-111.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -3.7% | -0.2% | -3.6% | -3.7% |
| 30D | +11.3% | +12.3% | -1.0% | +7.4% |
| 3M | +3.3% | -0.7% | +4.0% | +3.4% |
| 6M | +10.1% | +31.3% | -21.1% | +0.6% |
| YTD | -12.2% | +45.7% | -57.9% | -23.6% |
| 1Y | -13.9% | +52.1% | -66.0% | -26.3% |
| 3Y | +23.5% | +158.2% | -134.8% | -11.2% |
| 5Y | -20.0% | +213.8% | -233.8% | -46.4% |
| All | +253.5% | +365.4% | -111.9% | +82.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling