+38.6%
ALB vs USFD
+359.9%
-321.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -5.8% | +1.7% | -7.4% | -6.2% |
| 30D | -4.5% | +10.2% | -14.7% | -7.4% |
| 3M | -28.1% | -1.5% | -26.6% | -27.9% |
| 6M | -53.2% | +27.3% | -80.5% | -56.6% |
| YTD | -33.3% | +44.0% | -77.3% | -41.5% |
| 1Y | -17.4% | +50.4% | -67.8% | -28.6% |
| 3Y | -14.1% | +153.6% | -167.7% | -37.3% |
| 5Y | -64.0% | +219.0% | -283.0% | -75.6% |
| All | +38.6% | +359.9% | -321.3% | -2.5% |
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 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