+208.0%
USFD vs ALM
+395.6%
-187.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.2% | +7.2% | +0.1% |
| 7D | +8.4% | -6.3% | +14.7% | +8.6% |
| 30D | +12.7% | -31.4% | +44.2% | +13.9% |
| 3M | +1.1% | -40.6% | +41.7% | +2.5% |
| 6M | +30.2% | -58.6% | +88.8% | +32.9% |
| YTD | +45.8% | -7.6% | +53.4% | +43.8% |
| 1Y | +51.9% | +13.8% | +38.1% | +48.3% |
| 3Y | +158.5% | +842.1% | -683.7% | +127.5% |
| 5Y | +208.0% | +407.4% | -199.4% | +176.2% |
| All | +208.0% | +395.6% | -187.5% | +176.2% |
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