+192.6%
USFD vs ALC
-11.2%
+203.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.6% |
| 7D | +3.0% | +4.9% | -1.9% | +1.3% |
| 30D | +11.1% | +19.0% | -7.9% | +4.3% |
| 3M | -0.3% | +7.8% | -8.0% | -3.1% |
| 6M | +15.9% | +14.6% | +1.3% | +9.7% |
| YTD | +41.6% | -4.4% | +46.1% | +42.4% |
| 1Y | +49.4% | +1.4% | +48.0% | +46.3% |
| 3Y | +157.8% | +2.5% | +155.3% | +137.3% |
| All | +192.6% | -11.2% | +203.8% | +179.4% |
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 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