+220.7%
USFD vs ABCL
-80.5%
+301.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.7% | -6.9% | -0.5% |
| 7D | +3.0% | -3.2% | +6.1% | +3.0% |
| 30D | +11.1% | -7.4% | +18.5% | +11.3% |
| 3M | -0.3% | +81.9% | -82.2% | -4.8% |
| 6M | +15.9% | +135.7% | -119.8% | +8.1% |
| YTD | +41.6% | +247.4% | -205.7% | +27.7% |
| 1Y | +49.4% | +162.3% | -112.9% | +37.2% |
| 3Y | +157.8% | +165.5% | -7.6% | +127.6% |
| 5Y | +176.6% | -21.3% | +197.9% | +158.3% |
| All | +220.7% | -80.5% | +301.2% | +211.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling