+230.0%
USFD vs ABCL
-80.4%
+310.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +0.1% |
| 7D | -0.2% | -2.7% | +2.5% | 0.0% |
| 30D | +12.3% | -5.4% | +17.8% | +12.5% |
| 3M | -0.7% | +22.4% | -23.1% | -2.5% |
| 6M | +31.3% | +127.6% | -96.4% | +22.7% |
| YTD | +45.7% | +249.4% | -203.7% | +31.3% |
| 1Y | +52.1% | +198.0% | -145.9% | +38.6% |
| 3Y | +158.2% | +195.8% | -37.6% | +125.7% |
| 5Y | +213.8% | -20.6% | +234.3% | +192.8% |
| All | +230.0% | -80.4% | +310.4% | +220.3% |
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