+162.8%
USFD vs ALK
+2.1%
+160.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.6% |
| 7D | -3.0% | -0.7% | -2.3% | -2.9% |
| 30D | +3.5% | -19.2% | +22.8% | +7.4% |
| 3M | +26.6% | -1.5% | +28.1% | +25.6% |
| 6M | +11.7% | -13.1% | +24.8% | +12.9% |
| YTD | +38.1% | -16.4% | +54.6% | +39.8% |
| 1Y | +33.4% | -33.1% | +66.5% | +41.0% |
| All | +162.8% | +2.1% | +160.7% | +157.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling