+8.6%
ALB vs USFD
+49.6%
-41.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +8.5% | -3.2% | +5.5% |
| 7D | -2.1% | +7.8% | -9.9% | -1.9% |
| 30D | -9.0% | +16.2% | -25.2% | -8.3% |
| 3M | -21.1% | +11.0% | -32.1% | -20.6% |
| 6M | -49.9% | +20.7% | -70.6% | -48.6% |
| YTD | -32.3% | +46.0% | -78.2% | -33.7% |
| 1Y | +8.6% | +49.8% | -41.2% | +5.3% |
| All | +8.6% | +49.6% | -41.0% | +5.3% |
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