-28.2%
ADSK vs USFD
+197.4%
-225.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.5% | +2.8% | -0.2% |
| 7D | -14.5% | -7.0% | -7.5% | -11.7% |
| 30D | -19.3% | -10.3% | -9.0% | -15.4% |
| 3M | -7.8% | +9.2% | -17.0% | -11.7% |
| 6M | -20.8% | +7.4% | -28.2% | -24.1% |
| YTD | -30.2% | +29.4% | -59.6% | -40.5% |
| 1Y | -36.5% | +24.8% | -61.3% | -45.0% |
| 3Y | -5.7% | +150.0% | -155.7% | -45.2% |
| 5Y | -28.2% | +195.5% | -223.7% | -63.5% |
| All | -28.2% | +197.4% | -225.6% | -63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling