+40.8%
ALB vs USFD
+368.6%
-327.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | -1.0% |
| 7D | +9.5% | +3.9% | +5.5% | +8.1% |
| 30D | -2.1% | +12.8% | -15.0% | -5.7% |
| 3M | -24.1% | +1.0% | -25.1% | -24.6% |
| 6M | -51.0% | +30.3% | -81.3% | -54.9% |
| YTD | -29.3% | +46.0% | -75.3% | -38.2% |
| 1Y | +3.2% | +49.6% | -46.5% | -10.7% |
| 3Y | -9.3% | +166.3% | -175.6% | -34.7% |
| 5Y | -61.6% | +208.4% | -270.0% | -73.8% |
| 10Y | +40.8% | +371.2% | -330.5% | +1.7% |
| All | +40.8% | +368.6% | -327.8% | +1.7% |
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