+354.1%
USFD vs ALM
+2,100.8%
-1,746.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.7% | -7.5% | -0.2% |
| 7D | +1.7% | +1.2% | +0.4% | +1.6% |
| 30D | +10.2% | -19.3% | +29.5% | +11.2% |
| 3M | -1.5% | -40.6% | +39.2% | +0.7% |
| 6M | +27.3% | -57.9% | +85.3% | +31.5% |
| YTD | +44.0% | -6.7% | +50.7% | +41.2% |
| 1Y | +50.4% | +20.2% | +30.2% | +45.0% |
| 3Y | +153.6% | +879.4% | -725.9% | +109.0% |
| 5Y | +219.0% | +415.3% | -196.3% | +167.0% |
| All | +354.1% | +2,100.8% | -1,746.7% | +241.4% |
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