+83.3%
ALB vs USFD
+329.0%
-245.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.1% | -4.3% |
| 7D | -8.1% | -3.0% | -5.1% | -7.2% |
| 30D | +6.3% | +3.5% | +2.7% | +5.2% |
| 3M | -23.6% | +26.6% | -50.1% | -29.0% |
| 6M | -24.6% | +11.7% | -36.3% | -27.6% |
| YTD | -10.3% | +38.1% | -48.4% | -20.2% |
| 1Y | +61.5% | +33.4% | +28.1% | +44.8% |
| 3Y | -34.0% | +155.8% | -189.8% | -51.9% |
| 5Y | -44.6% | +214.0% | -258.6% | -62.4% |
| 10Y | +76.1% | +320.4% | -244.3% | +16.8% |
| All | +83.3% | +329.0% | -245.7% | +22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling