+355.0%
ADSK vs USFD
+347.2%
+7.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +1.0% | +1.7% | -0.6% | +0.5% |
| 30D | +14.4% | +10.2% | +4.2% | +11.0% |
| 3M | +2.5% | -1.5% | +4.0% | +2.8% |
| 6M | +14.5% | +27.3% | -12.9% | +5.6% |
| YTD | -10.7% | +44.0% | -54.7% | -22.0% |
| 1Y | -11.0% | +50.4% | -61.4% | -23.5% |
| 3Y | +25.9% | +153.6% | -127.7% | -8.9% |
| 5Y | -19.7% | +219.0% | -238.7% | -46.3% |
| 10Y | +258.2% | +361.5% | -103.2% | +97.7% |
| All | +355.0% | +347.2% | +7.8% | +151.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling