+230.5%
USFD vs ABCL
-79.5%
+310.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.2% | -2.2% | +2.8% |
| 7D | +3.9% | +12.4% | -8.5% | +3.2% |
| 30D | +12.8% | -0.4% | +13.2% | +12.6% |
| 3M | +1.0% | +80.4% | -79.4% | -3.5% |
| 6M | +30.3% | +138.5% | -108.3% | +21.5% |
| YTD | +46.0% | +265.5% | -219.5% | +31.2% |
| 1Y | +49.6% | +219.7% | -170.1% | +35.7% |
| 3Y | +166.3% | +209.4% | -43.1% | +132.1% |
| 5Y | +208.4% | -15.0% | +223.4% | +187.0% |
| All | +230.5% | -79.5% | +310.1% | +220.1% |
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