+214.3%
USFD vs ACM
+1.1%
+213.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | +1.7% | +5.6% | -4.0% | -0.3% |
| 30D | +10.2% | +20.8% | -10.7% | +3.0% |
| 3M | -1.5% | +11.4% | -12.9% | -5.5% |
| 6M | +27.3% | +0.9% | +26.4% | +25.3% |
| YTD | +44.0% | -24.8% | +68.8% | +56.0% |
| 1Y | +50.4% | -46.4% | +96.8% | +95.0% |
| 3Y | +153.6% | -9.2% | +162.8% | +128.3% |
| All | +214.3% | +1.1% | +213.2% | +148.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling