+328.9%
USFD vs ALLY
+196.1%
+132.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.1% |
| 7D | +3.9% | -1.1% | +5.1% | +4.6% |
| 30D | +10.7% | +4.2% | +6.5% | +8.4% |
| 3M | +6.3% | -12.4% | +18.7% | +13.5% |
| 6M | +16.2% | -8.7% | +24.9% | +20.5% |
| YTD | +41.9% | -11.6% | +53.5% | +48.1% |
| 1Y | +44.2% | +0.2% | +44.0% | +40.6% |
| 3Y | +159.8% | +57.1% | +102.7% | +82.2% |
| 5Y | +177.1% | -6.8% | +183.9% | +150.7% |
| 10Y | +376.2% | +200.4% | +175.8% | +120.0% |
| All | +328.9% | +196.1% | +132.8% | +100.1% |
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