+216.3%
USFD vs ALM
+951.0%
-734.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.2% | -0.3% |
| 7D | -3.0% | -2.6% | -0.4% | -2.9% |
| 30D | +3.5% | +32.0% | -28.5% | +2.7% |
| 3M | +26.6% | -15.0% | +41.6% | +26.8% |
| 6M | +11.7% | -10.1% | +21.8% | +11.4% |
| YTD | +38.1% | +99.4% | -61.3% | +33.5% |
| 1Y | +33.4% | +316.4% | -283.0% | +25.0% |
| 3Y | +155.8% | +2,022.0% | -1,866.2% | +121.4% |
| All | +216.3% | +951.0% | -734.7% | +177.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling