+158.3%
USFD vs ACM
-12.3%
+170.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.6% | -2.4% |
| 7D | +3.9% | +5.1% | -1.1% | +3.1% |
| 30D | +10.7% | +11.5% | -0.8% | +8.8% |
| 3M | +6.3% | -10.5% | +16.8% | +8.0% |
| 6M | +16.2% | -20.4% | +36.6% | +20.6% |
| YTD | +41.9% | -28.9% | +70.7% | +48.1% |
| 1Y | +44.2% | -48.7% | +92.9% | +69.9% |
| All | +158.3% | -12.3% | +170.6% | +137.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling