+195.0%
USFD vs BAM
+86.2%
+108.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | +3.0% | +9.7% | -6.8% | +0.5% |
| 30D | +11.1% | +19.0% | -7.9% | +6.1% |
| 3M | -0.3% | +0.6% | -0.8% | -0.6% |
| 6M | +15.9% | +11.1% | +4.8% | +12.1% |
| YTD | +41.6% | +4.2% | +37.4% | +38.8% |
| 1Y | +49.4% | +3.3% | +46.1% | +46.5% |
| 3Y | +157.8% | +88.8% | +69.1% | +116.8% |
| All | +195.0% | +86.2% | +108.8% | +146.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling