+49.8%
USFD vs ABCL
+138.2%
-88.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.8% | +7.6% | +8.5% |
| 7D | +7.8% | -10.0% | +17.8% | +7.9% |
| 30D | +16.2% | -10.9% | +27.1% | +16.3% |
| 3M | +11.0% | +101.6% | -90.6% | +10.4% |
| 6M | +20.7% | +167.5% | -146.8% | +21.2% |
| YTD | +46.0% | +259.1% | -213.1% | +46.0% |
| 1Y | +49.8% | +152.2% | -102.4% | +52.2% |
| All | +49.8% | +138.2% | -88.4% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling