+321.0%
USFD vs ACM
+127.0%
+194.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | -3.0% | -3.7% | +0.7% | -1.0% |
| 30D | +3.5% | -11.1% | +14.6% | +9.3% |
| 3M | +26.6% | -8.0% | +34.6% | +30.2% |
| 6M | +11.7% | -29.7% | +41.4% | +33.0% |
| YTD | +38.1% | -29.4% | +67.5% | +60.1% |
| 1Y | +33.4% | -46.4% | +79.8% | +81.7% |
| 3Y | +155.8% | -22.3% | +178.2% | +165.4% |
| 5Y | +214.0% | +4.5% | +209.6% | +161.2% |
| All | +321.0% | +127.0% | +194.1% | +123.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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