+49.8%
USFD vs ALK
-1.1%
+50.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +8.8% | -0.3% | +7.1% |
| 7D | +7.8% | +12.4% | -4.6% | +6.1% |
| 30D | +16.2% | +2.1% | +14.1% | +15.4% |
| 3M | +11.0% | -23.9% | +34.9% | +13.7% |
| 6M | +20.7% | +8.2% | +12.5% | +16.8% |
| YTD | +46.0% | -20.5% | +66.4% | +44.2% |
| 1Y | +49.8% | -1.0% | +50.8% | +38.1% |
| All | +49.8% | -1.1% | +50.9% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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