-62.1%
ALB vs USFD
+188.3%
-250.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +9.1% | +3.0% | +6.1% | +7.6% |
| 30D | -3.4% | +11.1% | -14.5% | -7.8% |
| 3M | -20.6% | -0.3% | -20.3% | -20.8% |
| 6M | -48.2% | +15.9% | -64.0% | -51.9% |
| YTD | -29.2% | +41.6% | -70.9% | -42.3% |
| 1Y | +10.0% | +49.4% | -39.4% | -13.1% |
| 3Y | -12.9% | +157.8% | -170.7% | -51.3% |
| All | -62.1% | +188.3% | -250.4% | -81.2% |
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