+52.1%
USFD vs ALC
+2.0%
+50.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.0% |
| 7D | +3.9% | +2.1% | +1.9% | +3.4% |
| 30D | +12.8% | +17.2% | -4.4% | +10.0% |
| 3M | +1.0% | +4.6% | -3.7% | -0.1% |
| 6M | +30.3% | +20.1% | +10.2% | +26.3% |
| YTD | +46.0% | -4.2% | +50.2% | +45.3% |
| All | +52.1% | +2.0% | +50.1% | +49.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling