+32.3%
AKAM vs USFD
+359.1%
-326.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.2% | 0.0% |
| 7D | +11.2% | +1.3% | +9.9% | +11.0% |
| 30D | -13.4% | +10.6% | -23.9% | -14.5% |
| 3M | -29.5% | -2.4% | -27.1% | -29.4% |
| 6M | -42.1% | +28.9% | -71.0% | -44.2% |
| YTD | -0.8% | +43.7% | -44.5% | -5.8% |
| 1Y | -3.9% | +48.5% | -52.4% | -9.1% |
| 3Y | -21.9% | +154.7% | -176.6% | -30.2% |
| 5Y | -22.4% | +218.4% | -240.8% | -32.6% |
| All | +32.3% | +359.1% | -326.8% | +26.8% |
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