+277.1%
ALNY vs USFD
+329.0%
-51.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +12.2% | -3.0% | +15.2% | +12.8% |
| 30D | +16.3% | +3.5% | +12.8% | +15.4% |
| 3M | -12.4% | +26.6% | -38.9% | -16.2% |
| 6M | -18.7% | +11.7% | -30.4% | -20.5% |
| YTD | -33.1% | +38.1% | -71.2% | -37.5% |
| 1Y | -41.3% | +33.4% | -74.7% | -45.0% |
| 3Y | +32.3% | +155.8% | -123.5% | +9.1% |
| 5Y | +34.8% | +214.0% | -179.3% | +5.9% |
| 10Y | +284.7% | +320.4% | -35.6% | +170.6% |
| All | +277.1% | +329.0% | -51.9% | +157.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling