+52.1%
USFD vs ABCL
+199.8%
-147.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.2% | -2.2% | +3.1% |
| 7D | +3.9% | +12.4% | -8.5% | +4.0% |
| 30D | +12.8% | -0.4% | +13.2% | +12.9% |
| 3M | +1.0% | +80.4% | -79.4% | +0.2% |
| 6M | +30.3% | +138.5% | -108.3% | +29.5% |
| YTD | +46.0% | +265.5% | -219.5% | +42.6% |
| All | +52.1% | +199.8% | -147.7% | +54.0% |
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