+371.2%
USFD vs ALK
-37.5%
+408.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.1% | -4.0% | -0.1% |
| 7D | +3.9% | +8.9% | -5.0% | +0.1% |
| 30D | +12.8% | +5.9% | +6.9% | +9.6% |
| 3M | +1.0% | -16.5% | +17.5% | +8.4% |
| 6M | +30.3% | +2.1% | +28.2% | +24.2% |
| YTD | +46.0% | -17.1% | +63.1% | +48.9% |
| 1Y | +49.6% | -2.9% | +52.5% | +40.1% |
| 3Y | +166.3% | +24.5% | +141.8% | +91.4% |
| 5Y | +208.4% | -29.1% | +237.5% | +196.8% |
| 10Y | +371.2% | -39.1% | +410.4% | +263.4% |
| All | +371.2% | -37.5% | +408.7% | +263.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling