+24.5%
ALAB vs USFD
+49.6%
-25.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +8.5% | -12.9% | -3.3% |
| 7D | -24.9% | +7.8% | -32.7% | -24.1% |
| 30D | -38.4% | +16.2% | -54.5% | -37.5% |
| 3M | -38.3% | +11.0% | -49.3% | -37.6% |
| 6M | +10.9% | +20.7% | -9.8% | +12.2% |
| YTD | +34.2% | +46.0% | -11.7% | +24.2% |
| 1Y | +24.5% | +49.8% | -25.3% | +13.6% |
| All | +24.5% | +49.6% | -25.1% | +13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling