+97.4%
AKAM vs USFD
+322.5%
-225.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.5% |
| 7D | -0.8% | -3.3% | +2.5% | -0.4% |
| 30D | -4.5% | -5.3% | +0.9% | -3.8% |
| 3M | -25.6% | +18.8% | -44.3% | -27.3% |
| 6M | +5.7% | +14.3% | -8.6% | +3.6% |
| YTD | +21.0% | +36.9% | -15.8% | +15.8% |
| 1Y | +33.9% | +31.7% | +2.2% | +28.7% |
| 3Y | +0.9% | +164.5% | -163.6% | -10.0% |
| 5Y | -6.9% | +212.6% | -219.4% | -18.7% |
| 10Y | +97.4% | +329.7% | -232.3% | +95.3% |
| All | +97.4% | +322.5% | -225.1% | +95.3% |
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