+341.3%
USFD vs ALK
-35.7%
+377.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +8.8% | -0.3% | +4.6% |
| 7D | +7.8% | +12.4% | -4.6% | +2.4% |
| 30D | +16.2% | +2.1% | +14.1% | +14.8% |
| 3M | +11.0% | -23.9% | +34.9% | +24.0% |
| 6M | +20.7% | +8.2% | +12.5% | +11.9% |
| YTD | +46.0% | -20.5% | +66.4% | +51.7% |
| 1Y | +49.8% | -1.0% | +50.8% | +38.9% |
| 3Y | +167.3% | +19.2% | +148.1% | +97.3% |
| 5Y | +197.2% | -28.2% | +225.4% | +183.2% |
| 10Y | +389.9% | -39.2% | +429.1% | +298.6% |
| All | +341.3% | -35.7% | +377.0% | +258.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling