-9.9%
ABNB vs USFD
+215.4%
-225.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.0% |
| 7D | -1.7% | +1.7% | -3.4% | -2.7% |
| 30D | +11.8% | +10.2% | +1.6% | +5.4% |
| 3M | +0.9% | -1.5% | +2.4% | +1.5% |
| 6M | +40.5% | +27.3% | +13.1% | +20.3% |
| YTD | +37.6% | +44.0% | -6.4% | +4.5% |
| 1Y | +54.1% | +50.4% | +3.8% | +13.0% |
| 3Y | +56.8% | +153.6% | -96.8% | -24.5% |
| All | -9.9% | +215.4% | -225.3% | -63.9% |
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