+52.1%
USFD vs ACM
-46.1%
+98.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.2% | -2.1% | +3.1% |
| 7D | +3.9% | +6.9% | -3.0% | +4.0% |
| 30D | +12.8% | +19.1% | -6.2% | +13.4% |
| 3M | +1.0% | -6.9% | +7.9% | -0.2% |
| 6M | +30.3% | -12.0% | +42.3% | +27.8% |
| YTD | +46.0% | -25.1% | +71.1% | +36.6% |
| All | +52.1% | -46.1% | +98.1% | +47.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling