-13.0%
ALB vs USFD
+50.4%
-63.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.2% |
| 7D | -3.6% | +1.3% | -4.9% | -3.5% |
| 30D | -2.9% | +10.6% | -13.4% | -2.2% |
| 3M | -25.8% | -2.4% | -23.4% | -26.7% |
| 6M | -53.6% | +28.9% | -82.5% | -51.3% |
| YTD | -32.4% | +43.7% | -76.1% | -32.6% |
| 1Y | -13.0% | +48.5% | -61.5% | -13.6% |
| All | -13.0% | +50.4% | -63.4% | -13.6% |
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