+24.4%
ALAB vs USFD
+49.6%
-25.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -7.5% | +8.4% | -15.8% | -6.3% |
| 30D | -36.8% | +12.7% | -49.6% | -35.8% |
| 3M | -31.9% | +1.1% | -33.0% | -31.5% |
| 6M | +8.2% | +30.2% | -22.0% | +9.5% |
| YTD | +29.9% | +45.8% | -15.9% | +26.0% |
| 1Y | +24.4% | +51.9% | -27.5% | +20.5% |
| All | +24.4% | +49.6% | -25.2% | +20.5% |
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 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