+234.5%
ALNY vs USFD
+310.2%
-75.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.6% | -3.8% |
| 7D | -6.4% | -8.0% | +1.6% | -5.0% |
| 30D | +11.9% | -13.1% | +25.0% | +14.8% |
| 3M | -15.0% | +6.5% | -21.5% | -16.1% |
| 6M | -23.2% | +5.7% | -29.0% | -24.2% |
| YTD | -37.8% | +27.5% | -65.3% | -41.0% |
| 1Y | -47.3% | +23.4% | -70.7% | -49.8% |
| 3Y | +22.9% | +146.4% | -123.6% | +2.2% |
| 5Y | +30.6% | +196.8% | -166.2% | +4.0% |
| All | +234.5% | +310.2% | -75.6% | +116.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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