+36.1%
ALNY vs USFD
+197.4%
-161.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.5% | +4.7% | +0.7% |
| 7D | -3.5% | -7.0% | +3.5% | -1.6% |
| 30D | +18.9% | -10.3% | +29.2% | +22.4% |
| 3M | -13.3% | +9.2% | -22.5% | -15.6% |
| 6M | -20.3% | +7.4% | -27.7% | -22.1% |
| YTD | -35.1% | +29.4% | -64.5% | -40.7% |
| 1Y | -46.5% | +24.8% | -71.3% | -50.7% |
| 3Y | +28.1% | +150.0% | -121.9% | -7.0% |
| 5Y | +36.1% | +195.5% | -159.4% | -3.2% |
| All | +36.1% | +197.4% | -161.3% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling