+212.8%
USFD vs ABCL
-81.3%
+294.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | -0.3% |
| 7D | -3.0% | +0.7% | -3.7% | -3.1% |
| 30D | +3.5% | +93.1% | -89.5% | -1.2% |
| 3M | +26.6% | +79.4% | -52.9% | +21.0% |
| 6M | +11.7% | +214.9% | -203.2% | +2.3% |
| YTD | +38.1% | +234.2% | -196.1% | +25.3% |
| 1Y | +33.4% | +174.8% | -141.4% | +21.8% |
| 3Y | +155.8% | +104.5% | +51.3% | +131.2% |
| 5Y | +214.0% | -39.0% | +253.0% | +195.2% |
| All | +212.8% | -81.3% | +294.1% | +205.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling