+214.1%
USFD vs ALC
+32.2%
+181.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +2.9% |
| 7D | +3.9% | +2.1% | +1.9% | +2.9% |
| 30D | +12.8% | +17.2% | -4.4% | +4.0% |
| 3M | +1.0% | +4.6% | -3.7% | -1.6% |
| 6M | +30.3% | +20.1% | +10.2% | +17.2% |
| YTD | +46.0% | -4.2% | +50.2% | +46.4% |
| 1Y | +49.6% | +2.1% | +47.5% | +44.3% |
| 3Y | +166.3% | +4.5% | +161.8% | +136.2% |
| 5Y | +208.4% | -12.3% | +220.7% | +202.1% |
| All | +214.1% | +32.2% | +181.9% | +106.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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