+52.0%
ABNB vs USFD
+155.8%
-103.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.5% |
| 7D | +6.5% | +1.3% | +5.2% | +5.9% |
| 30D | +9.4% | +10.6% | -1.2% | +5.7% |
| 3M | +0.6% | -2.4% | +3.0% | +1.2% |
| 6M | +33.7% | +28.9% | +4.8% | +22.6% |
| YTD | +33.5% | +43.7% | -10.3% | +12.8% |
| 1Y | +48.8% | +48.5% | +0.4% | +23.3% |
| All | +52.0% | +155.8% | -103.8% | -2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling