+189.3%
ALAB vs USFD
+99.7%
+89.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -2.8% | -16.8% | -18.5% |
| 7D | -38.2% | +3.9% | -42.1% | -39.2% |
| 30D | -54.0% | +10.7% | -64.6% | -56.0% |
| 3M | -43.6% | +6.3% | -50.0% | -45.4% |
| 6M | -16.8% | +16.2% | -33.0% | -24.0% |
| YTD | +7.9% | +41.9% | -34.0% | -18.4% |
| 1Y | -1.4% | +44.2% | -45.6% | -26.6% |
| All | +189.3% | +99.7% | +89.6% | +67.5% |
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 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