-43.9%
ALB vs USFD
+215.8%
-259.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.1% | -4.3% |
| 7D | -8.1% | -3.0% | -5.1% | -6.9% |
| 30D | +6.3% | +3.5% | +2.7% | +4.8% |
| 3M | -23.6% | +26.6% | -50.1% | -31.1% |
| 6M | -24.6% | +11.7% | -36.3% | -28.8% |
| YTD | -10.3% | +38.1% | -48.4% | -25.0% |
| 1Y | +61.5% | +33.4% | +28.1% | +36.8% |
| 3Y | -34.0% | +155.8% | -189.8% | -61.5% |
| All | -43.9% | +215.8% | -259.7% | -71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling