-3.7%
AKAM vs USFD
+49.2%
-52.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | +2.8% | +1.7% | +1.1% | +2.8% |
| 30D | -6.9% | +10.2% | -17.0% | -6.8% |
| 3M | -31.8% | -1.5% | -30.3% | -31.8% |
| 6M | -47.0% | +27.3% | -74.4% | -48.7% |
| YTD | -2.1% | +44.0% | -46.1% | -8.8% |
| 1Y | -3.7% | +50.4% | -54.0% | -10.7% |
| All | -3.7% | +49.2% | -52.9% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling