+229.8%
ALNY vs USFD
+359.9%
-130.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.2% | +5.2% | +5.3% |
| 7D | +5.8% | +1.7% | +4.2% | +5.5% |
| 30D | -26.5% | +10.2% | -36.6% | -27.9% |
| 3M | -27.3% | -1.5% | -25.8% | -27.3% |
| 6M | -43.4% | +27.3% | -70.7% | -46.0% |
| YTD | -58.5% | +44.0% | -102.5% | -61.6% |
| 1Y | -63.6% | +50.4% | -114.0% | -66.6% |
| 3Y | 0.0% | +153.6% | -153.5% | -16.9% |
| 5Y | -3.4% | +219.0% | -222.4% | -23.8% |
| All | +229.8% | +359.9% | -130.1% | +137.6% |
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