+221.3%
USFD vs ABCL
-81.8%
+303.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -9.4% | +6.6% | -2.3% |
| 7D | +3.9% | -14.9% | +18.8% | +4.8% |
| 30D | +10.7% | -15.4% | +26.1% | +11.5% |
| 3M | +6.3% | +88.0% | -81.7% | +1.3% |
| 6M | +16.2% | +138.8% | -122.6% | +8.2% |
| YTD | +41.9% | +225.4% | -183.6% | +28.4% |
| 1Y | +44.2% | +137.3% | -93.1% | +33.3% |
| 3Y | +159.8% | +136.8% | +23.0% | +131.2% |
| 5Y | +177.1% | -26.2% | +203.3% | +159.7% |
| All | +221.3% | -81.8% | +303.0% | +213.2% |
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 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