+204.4%
ABT vs USFD
+322.5%
-118.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.5% |
| 7D | -3.1% | -3.3% | +0.2% | -2.7% |
| 30D | -2.1% | -5.3% | +3.2% | -1.5% |
| 3M | +17.4% | +18.8% | -1.4% | +15.0% |
| 6M | -2.4% | +14.3% | -16.7% | -4.1% |
| YTD | -14.2% | +36.9% | -51.1% | -17.7% |
| 1Y | -18.3% | +31.7% | -50.0% | -21.3% |
| 3Y | +11.5% | +164.5% | -153.0% | -1.6% |
| 5Y | -9.9% | +212.6% | -222.5% | -22.7% |
| 10Y | +204.4% | +329.7% | -125.4% | +156.9% |
| All | +204.4% | +322.5% | -118.1% | +156.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling