+49.8%
USFD vs BAM
+4.2%
+45.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +6.2% | +2.3% | +7.4% |
| 7D | +7.8% | +14.2% | -6.4% | +6.0% |
| 30D | +16.2% | +21.0% | -4.8% | +13.6% |
| 3M | +11.0% | +5.2% | +5.8% | +9.4% |
| 6M | +20.7% | +16.0% | +4.8% | +18.7% |
| YTD | +46.0% | +6.5% | +39.5% | +44.4% |
| 1Y | +49.8% | +4.4% | +45.4% | +48.4% |
| All | +49.8% | +4.2% | +45.5% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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