+126.5%
ALNY vs USFD
+352.6%
-226.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.1% | +5.5% | +5.4% |
| 7D | -0.8% | -0.2% | -0.6% | -0.7% |
| 30D | -29.6% | +12.3% | -41.9% | -31.2% |
| 3M | -27.7% | -0.7% | -27.0% | -27.8% |
| 6M | -43.9% | +31.3% | -75.1% | -46.9% |
| YTD | -59.8% | +45.7% | -105.5% | -62.9% |
| 1Y | -64.6% | +52.1% | -116.8% | -67.7% |
| 3Y | -1.3% | +158.2% | -159.5% | -18.8% |
| 5Y | -7.6% | +213.8% | -221.4% | -27.6% |
| 10Y | +243.5% | +367.0% | -123.6% | +136.3% |
| All | +126.5% | +352.6% | -226.1% | +52.7% |
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