-3.2%
ADSK vs USFD
+162.9%
-166.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.4% |
| 7D | -14.3% | -3.3% | -11.0% | -13.5% |
| 30D | -14.8% | -5.3% | -9.5% | -13.6% |
| 3M | -5.7% | +18.8% | -24.5% | -10.1% |
| 6M | -18.7% | +14.3% | -33.0% | -21.9% |
| YTD | -28.3% | +36.9% | -65.2% | -37.3% |
| 1Y | -35.1% | +31.7% | -66.8% | -42.2% |
| 3Y | -3.2% | +164.5% | -167.7% | -33.2% |
| All | -3.2% | +162.9% | -166.1% | -33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling