+158.5%
USFD vs ALLY
+60.4%
+98.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.2% | +0.4% |
| 7D | +8.4% | -0.7% | +9.0% | +8.6% |
| 30D | +12.7% | +1.1% | +11.6% | +12.5% |
| 3M | +1.1% | -13.2% | +14.3% | +4.3% |
| 6M | +30.2% | -13.5% | +43.6% | +34.0% |
| YTD | +45.8% | -14.3% | +60.1% | +50.1% |
| 1Y | +51.9% | -1.1% | +53.1% | +50.6% |
| 3Y | +158.5% | +62.0% | +96.5% | +142.5% |
| All | +158.5% | +60.4% | +98.1% | +142.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling