+162.8%
USFD vs ALC
-13.3%
+176.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.1% |
| 7D | -3.0% | -2.1% | -0.9% | -2.6% |
| 30D | +3.5% | -0.1% | +3.6% | +3.5% |
| 3M | +26.6% | +5.9% | +20.7% | +24.9% |
| 6M | +11.7% | -15.9% | +27.6% | +15.3% |
| YTD | +38.1% | -10.1% | +48.2% | +40.3% |
| 1Y | +33.4% | -10.2% | +43.6% | +35.3% |
| All | +162.8% | -13.3% | +176.1% | +175.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling