+47.8%
ABNB vs USFD
+51.3%
-3.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | +2.7% | -0.2% | +2.9% | +2.7% |
| 30D | +10.8% | +12.3% | -1.6% | +9.5% |
| 3M | -2.1% | -0.7% | -1.4% | -2.8% |
| 6M | +32.2% | +31.3% | +0.9% | +33.4% |
| YTD | +33.5% | +45.7% | -12.3% | +33.3% |
| 1Y | +47.8% | +52.1% | -4.3% | +46.4% |
| All | +47.8% | +51.3% | -3.4% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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