+52.1%
USFD vs ALK
-4.9%
+57.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.1% | -4.0% | +2.0% |
| 7D | +3.9% | +8.9% | -5.0% | +2.6% |
| 30D | +12.8% | +5.9% | +6.9% | +11.5% |
| 3M | +1.0% | -16.5% | +17.5% | +2.0% |
| 6M | +30.3% | +2.1% | +28.2% | +27.5% |
| YTD | +46.0% | -17.1% | +63.1% | +43.0% |
| All | +52.1% | -4.9% | +57.0% | +44.9% |
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