+36.3%
ALB vs USFD
+375.5%
-339.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +1.1% | -0.2% | +1.2% | +1.0% |
| 30D | -2.6% | +12.3% | -14.9% | -6.0% |
| 3M | -25.6% | -0.7% | -24.9% | -25.6% |
| 6M | -54.0% | +31.3% | -85.3% | -57.8% |
| YTD | -31.6% | +45.7% | -77.3% | -40.2% |
| 1Y | -6.6% | +52.1% | -58.7% | -19.5% |
| 3Y | -14.0% | +158.2% | -172.2% | -37.5% |
| 5Y | -62.5% | +213.8% | -276.3% | -74.5% |
| 10Y | +36.3% | +367.0% | -330.7% | -2.4% |
| All | +36.3% | +375.5% | -339.2% | -2.4% |
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