-7.0%
ABT vs USFD
+215.8%
-222.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.4% |
| 7D | -3.7% | -3.0% | -0.7% | -3.1% |
| 30D | +2.5% | +3.5% | -1.1% | +1.7% |
| 3M | +20.2% | +26.6% | -6.4% | +14.6% |
| 6M | -2.9% | +11.7% | -14.6% | -5.3% |
| YTD | -11.9% | +38.1% | -50.1% | -18.3% |
| 1Y | -16.5% | +33.4% | -49.9% | -22.0% |
| 3Y | +12.1% | +155.8% | -143.7% | -11.1% |
| All | -7.0% | +215.8% | -222.9% | -30.9% |
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