+33.0%
ALB vs USFD
+369.2%
-336.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.1% | -4.2% |
| 7D | +5.3% | +8.4% | -3.1% | +2.8% |
| 30D | -6.3% | +12.7% | -19.0% | -9.6% |
| 3M | -27.4% | +1.1% | -28.5% | -27.8% |
| 6M | -53.1% | +30.2% | -83.2% | -56.8% |
| YTD | -32.3% | +45.8% | -78.2% | -40.8% |
| 1Y | -7.3% | +51.9% | -59.2% | -20.1% |
| 3Y | -14.9% | +158.5% | -173.4% | -38.2% |
| 5Y | -62.0% | +208.0% | -270.1% | -74.1% |
| 10Y | +33.0% | +376.6% | -343.6% | -3.5% |
| All | +33.0% | +369.2% | -336.2% | -3.5% |
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