+317.7%
USFD vs ALLY
+230.4%
+87.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -3.0% | +3.7% | -6.7% | -4.9% |
| 30D | +3.5% | -2.3% | +5.8% | +4.5% |
| 3M | +26.6% | +3.8% | +22.7% | +23.4% |
| 6M | +11.7% | +9.7% | +2.0% | +5.0% |
| YTD | +38.1% | -1.4% | +39.5% | +36.4% |
| 1Y | +33.4% | +8.2% | +25.1% | +24.6% |
| 3Y | +155.8% | +66.5% | +89.3% | +74.1% |
| 5Y | +214.0% | +1.2% | +212.8% | +171.7% |
| 10Y | +320.4% | +191.4% | +128.9% | +86.4% |
| All | +317.7% | +230.4% | +87.2% | +84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling