+208.4%
USFD vs ALC
-10.7%
+219.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.0% |
| 7D | +3.9% | +2.1% | +1.9% | +3.2% |
| 30D | +12.8% | +17.2% | -4.4% | +6.6% |
| 3M | +1.0% | +4.6% | -3.7% | -0.8% |
| 6M | +30.3% | +20.1% | +10.2% | +21.0% |
| YTD | +46.0% | -4.2% | +50.2% | +46.6% |
| 1Y | +49.6% | +2.1% | +47.5% | +46.1% |
| 3Y | +166.3% | +4.5% | +161.8% | +142.4% |
| 5Y | +208.4% | -12.3% | +220.7% | +197.1% |
| All | +208.4% | -10.7% | +219.1% | +197.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling