+367.0%
USFD vs ALK
-41.4%
+408.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.5% |
| 7D | -0.2% | +2.6% | -2.7% | -1.3% |
| 30D | +12.3% | +7.8% | +4.5% | +8.3% |
| 3M | -0.7% | -15.2% | +14.5% | +6.0% |
| 6M | +31.3% | +5.0% | +26.2% | +23.5% |
| YTD | +45.7% | -18.4% | +64.1% | +49.7% |
| 1Y | +52.1% | -2.4% | +54.5% | +42.0% |
| 3Y | +158.2% | +19.8% | +138.5% | +89.3% |
| 5Y | +213.8% | -27.8% | +241.5% | +198.1% |
| 10Y | +367.0% | -42.0% | +409.0% | +261.3% |
| All | +367.0% | -41.4% | +408.4% | +261.3% |
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