+43.3%
ALB vs USFD
+340.6%
-297.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.8% | +6.4% | +4.4% |
| 7D | +5.5% | +3.9% | +1.5% | +4.2% |
| 30D | -7.5% | +10.7% | -18.2% | -10.4% |
| 3M | -16.9% | +6.3% | -23.3% | -18.6% |
| 6M | -49.2% | +16.2% | -65.4% | -51.8% |
| YTD | -29.9% | +41.9% | -71.7% | -38.2% |
| 1Y | +8.2% | +44.2% | -36.0% | -5.3% |
| 3Y | -19.4% | +159.8% | -179.2% | -41.7% |
| 5Y | -61.6% | +177.1% | -238.7% | -73.2% |
| 10Y | +34.6% | +376.2% | -341.6% | -15.5% |
| All | +43.3% | +340.6% | -297.3% | -5.4% |
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