+177.1%
USFD vs ALK
-33.9%
+211.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.2% | +0.4% | -1.8% |
| 7D | +3.9% | +7.1% | -3.1% | +1.9% |
| 30D | +10.7% | -3.0% | +13.7% | +11.5% |
| 3M | +6.3% | -25.6% | +32.0% | +15.5% |
| 6M | +16.2% | +0.5% | +15.7% | +12.9% |
| YTD | +41.9% | -23.1% | +64.9% | +47.8% |
| 1Y | +44.2% | -7.5% | +51.7% | +39.8% |
| 3Y | +159.8% | +15.3% | +144.5% | +101.6% |
| 5Y | +177.1% | -34.8% | +211.9% | +198.4% |
| All | +177.1% | -33.9% | +211.0% | +198.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling