+367.0%
USFD vs ALM
+2,084.7%
-1,717.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -0.2% | -7.2% | +7.0% | +0.2% |
| 30D | +12.3% | -26.4% | +38.7% | +13.9% |
| 3M | -0.7% | -38.6% | +37.9% | +1.3% |
| 6M | +31.3% | -61.0% | +92.3% | +36.1% |
| YTD | +45.7% | -7.4% | +53.1% | +43.0% |
| 1Y | +52.1% | +14.0% | +38.2% | +47.2% |
| 3Y | +158.2% | +844.4% | -686.2% | +113.3% |
| 5Y | +213.8% | +410.8% | -197.0% | +162.8% |
| 10Y | +367.0% | +2,084.7% | -1,717.7% | +251.4% |
| All | +367.0% | +2,084.7% | -1,717.7% | +251.4% |
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