+158.3%
USFD vs BAM
+84.2%
+74.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.0% | +0.2% | -1.9% |
| 7D | +3.9% | +7.9% | -4.0% | +1.7% |
| 30D | +10.7% | +16.0% | -5.3% | +6.1% |
| 3M | +6.3% | +0.6% | +5.7% | +5.9% |
| 6M | +16.2% | +10.5% | +5.7% | +12.3% |
| YTD | +41.9% | +3.2% | +38.6% | +39.3% |
| 1Y | +44.2% | +1.0% | +43.2% | +42.4% |
| All | +158.3% | +84.2% | +74.1% | +125.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling