+25.7%
ABNB vs USFD
+212.4%
-186.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | -4.0% | -3.0% | -0.9% | -2.4% |
| 30D | +19.3% | +3.5% | +15.8% | +17.0% |
| 3M | +36.1% | +26.6% | +9.5% | +19.5% |
| 6M | +34.2% | +11.7% | +22.5% | +25.4% |
| YTD | +34.1% | +38.1% | -4.1% | +8.3% |
| 1Y | +45.1% | +33.4% | +11.7% | +19.2% |
| 3Y | +37.1% | +155.8% | -118.7% | -25.9% |
| 5Y | +15.2% | +214.0% | -198.9% | -44.6% |
| All | +25.7% | +212.4% | -186.7% | -37.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling