+353.3%
USFD vs ALM
+1,942.8%
-1,589.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.5% | +5.1% | -1.0% |
| 7D | +1.3% | -4.0% | +5.3% | +1.5% |
| 30D | +10.6% | -30.5% | +41.1% | +12.4% |
| 3M | -2.4% | -46.9% | +44.5% | +0.3% |
| 6M | +28.9% | -65.5% | +94.4% | +34.5% |
| YTD | +43.7% | -13.4% | +57.1% | +41.5% |
| 1Y | +48.5% | +9.8% | +38.7% | +43.9% |
| 3Y | +154.7% | +783.1% | -628.4% | +111.1% |
| 5Y | +218.4% | +378.3% | -159.9% | +167.5% |
| All | +353.3% | +1,942.8% | -1,589.5% | +242.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling