+53.9%
AKAM vs USFD
+339.9%
-285.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.2% | +6.9% | +6.8% |
| 7D | -10.4% | +3.0% | -13.3% | -10.7% |
| 30D | -20.6% | +11.1% | -31.6% | -21.6% |
| 3M | -29.9% | -0.3% | -29.6% | -30.0% |
| 6M | -31.9% | +15.9% | -47.8% | -33.4% |
| YTD | -4.8% | +41.6% | -46.4% | -9.4% |
| 1Y | +13.8% | +49.4% | -35.6% | +7.5% |
| 3Y | -23.4% | +157.8% | -181.2% | -31.7% |
| 5Y | -22.6% | +176.6% | -199.2% | -32.2% |
| 10Y | +26.3% | +375.4% | -349.1% | +17.7% |
| All | +53.9% | +339.9% | -285.9% | +46.8% |
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 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