+216.3%
USFD vs ALLY
+1.6%
+214.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -3.0% | +3.7% | -6.7% | -4.2% |
| 30D | +3.5% | -2.3% | +5.8% | +4.2% |
| 3M | +26.6% | +3.8% | +22.7% | +24.4% |
| 6M | +11.7% | +9.7% | +2.0% | +7.3% |
| YTD | +38.1% | -1.4% | +39.5% | +37.3% |
| 1Y | +33.4% | +8.2% | +25.1% | +27.6% |
| 3Y | +155.8% | +66.5% | +89.3% | +97.1% |
| All | +216.3% | +1.6% | +214.7% | +202.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling