-5.2%
ABNB vs USFD
+188.3%
-193.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.2% | +11.8% | +11.8% |
| 7D | +15.6% | +3.0% | +12.6% | +13.6% |
| 30D | +18.3% | +11.1% | +7.2% | +11.2% |
| 3M | +25.3% | -0.3% | +25.6% | +25.3% |
| 6M | +35.8% | +15.9% | +19.9% | +23.2% |
| YTD | +40.0% | +41.6% | -1.6% | +7.7% |
| 1Y | +57.6% | +49.4% | +8.2% | +16.3% |
| 3Y | +60.8% | +157.8% | -97.1% | -23.0% |
| All | -5.2% | +188.3% | -193.5% | -60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling