+216.3%
USFD vs ACM
+5.0%
+211.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -3.0% | -3.7% | +0.7% | -1.7% |
| 30D | +3.5% | -11.1% | +14.6% | +7.4% |
| 3M | +26.6% | -8.0% | +34.6% | +29.2% |
| 6M | +11.7% | -29.7% | +41.4% | +26.6% |
| YTD | +38.1% | -29.4% | +67.5% | +53.1% |
| 1Y | +33.4% | -46.4% | +79.8% | +69.3% |
| 3Y | +155.8% | -22.3% | +178.2% | +153.4% |
| All | +216.3% | +5.0% | +211.4% | +154.6% |
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 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