+26.6%
ALNY vs USFD
+149.2%
-122.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.5% | +4.7% | +0.2% |
| 7D | -3.5% | -7.0% | +3.5% | -2.3% |
| 30D | +18.9% | -10.3% | +29.2% | +21.2% |
| 3M | -13.3% | +9.2% | -22.5% | -14.8% |
| 6M | -20.3% | +7.4% | -27.7% | -21.4% |
| YTD | -35.1% | +29.4% | -64.5% | -39.2% |
| 1Y | -46.5% | +24.8% | -71.3% | -49.4% |
| All | +26.6% | +149.2% | -122.5% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling