+50.5%
USFD vs ALC
-10.5%
+61.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.4% |
| 7D | -0.2% | -6.3% | +6.1% | +1.4% |
| 30D | +12.3% | +12.6% | -0.3% | +10.4% |
| 3M | -0.7% | -3.8% | +3.1% | -0.3% |
| 6M | +31.3% | +16.8% | +14.4% | +28.0% |
| YTD | +45.7% | -7.6% | +53.3% | +46.3% |
| All | +50.5% | -10.5% | +61.1% | +51.4% |
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 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