+208.0%
USFD vs ABCL
-8.0%
+216.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +8.4% | +2.3% | +6.1% | +8.2% |
| 30D | +12.7% | -0.7% | +13.4% | +12.5% |
| 3M | +1.1% | +33.4% | -32.3% | -1.7% |
| 6M | +30.2% | +137.8% | -107.6% | +19.5% |
| YTD | +45.8% | +264.3% | -218.5% | +27.8% |
| 1Y | +51.9% | +209.2% | -157.2% | +35.1% |
| 3Y | +158.5% | +208.4% | -49.9% | +116.8% |
| 5Y | +208.0% | -11.9% | +219.9% | +183.8% |
| All | +208.0% | -8.0% | +216.0% | +183.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling