+216.3%
USFD vs ALK
-25.3%
+241.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.8% |
| 7D | -3.0% | -0.7% | -2.3% | -2.8% |
| 30D | +3.5% | -19.2% | +22.8% | +10.1% |
| 3M | +26.6% | -1.5% | +28.1% | +25.1% |
| 6M | +11.7% | -13.1% | +24.8% | +13.5% |
| YTD | +38.1% | -16.4% | +54.6% | +40.8% |
| 1Y | +33.4% | -33.1% | +66.5% | +46.4% |
| 3Y | +155.8% | +0.6% | +155.2% | +119.9% |
| All | +216.3% | -25.3% | +241.6% | +212.0% |
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