+0.6%
AKAM vs USFD
+156.9%
-156.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -2.1% | -3.0% | +0.9% | -1.3% |
| 30D | -13.9% | +3.5% | -17.5% | -15.0% |
| 3M | -33.8% | +26.6% | -60.4% | -39.6% |
| 6M | +2.2% | +11.7% | -9.5% | -2.3% |
| YTD | +20.6% | +38.1% | -17.5% | +4.9% |
| 1Y | +36.3% | +33.4% | +2.9% | +20.1% |
| All | +0.6% | +156.9% | -156.2% | -25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling