+272.3%
ALAB vs USFD
+105.1%
+167.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.1% | +6.9% | +6.9% |
| 7D | +3.4% | -0.2% | +3.6% | +3.8% |
| 30D | -28.8% | +12.3% | -41.1% | -32.2% |
| 3M | -26.0% | -0.7% | -25.3% | -25.8% |
| 6M | +11.4% | +31.3% | -19.9% | -5.1% |
| YTD | +38.8% | +45.7% | -6.9% | +4.0% |
| 1Y | +37.8% | +52.1% | -14.3% | -1.1% |
| All | +272.3% | +105.1% | +167.1% | +113.5% |
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 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