+400.4%
ALAB vs USFD
+94.5%
+305.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.4% | +10.1% | +9.9% |
| 7D | +7.2% | -3.0% | +10.2% | +8.6% |
| 30D | -2.5% | +3.5% | -6.1% | -4.3% |
| 3M | -13.3% | +26.6% | -39.9% | -25.0% |
| 6M | +172.8% | +11.7% | +161.1% | +153.7% |
| YTD | +86.6% | +38.1% | +48.5% | +43.2% |
| 1Y | +65.2% | +33.4% | +31.8% | +29.6% |
| All | +400.4% | +94.5% | +305.9% | +194.0% |
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 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