-14.1%
ALB vs USFD
+156.3%
-170.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -5.8% | +1.7% | -7.4% | -6.1% |
| 30D | -4.5% | +10.2% | -14.7% | -6.8% |
| 3M | -28.1% | -1.5% | -26.6% | -28.0% |
| 6M | -53.2% | +27.3% | -80.5% | -55.9% |
| YTD | -33.3% | +44.0% | -77.3% | -42.5% |
| 1Y | -17.4% | +50.4% | -67.8% | -30.4% |
| 3Y | -14.1% | +153.6% | -167.7% | -48.3% |
| All | -14.1% | +156.3% | -170.4% | -48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling