+238.3%
ABT vs USFD
+329.0%
-90.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.4% |
| 7D | -3.7% | -3.0% | -0.7% | -3.3% |
| 30D | +2.5% | +3.5% | -1.1% | +2.0% |
| 3M | +20.2% | +26.6% | -6.4% | +16.8% |
| 6M | -2.9% | +11.7% | -14.6% | -4.3% |
| YTD | -11.9% | +38.1% | -50.1% | -15.6% |
| 1Y | -16.5% | +33.4% | -49.9% | -19.7% |
| 3Y | +12.1% | +155.8% | -143.7% | -0.7% |
| 5Y | -7.4% | +214.0% | -221.4% | -20.5% |
| 10Y | +210.7% | +320.4% | -109.7% | +163.7% |
| All | +238.3% | +329.0% | -90.7% | +185.0% |
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 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