+49.8%
USFD vs ALLY
+4.2%
+45.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +3.8% | +4.7% | +7.7% |
| 7D | +7.8% | +2.4% | +5.5% | +7.3% |
| 30D | +16.2% | +5.6% | +10.6% | +15.0% |
| 3M | +11.0% | -11.7% | +22.7% | +12.8% |
| 6M | +20.7% | -7.0% | +27.8% | +21.5% |
| YTD | +46.0% | -10.4% | +56.4% | +50.2% |
| 1Y | +49.8% | +2.4% | +47.4% | +40.5% |
| All | +49.8% | +4.2% | +45.5% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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