+33.4%
AAPL vs USFD
+32.2%
+1.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.2% |
| 7D | -2.7% | -3.3% | +0.6% | -2.9% |
| 30D | +1.0% | -5.3% | +6.3% | +0.7% |
| 3M | +5.0% | +18.8% | -13.8% | +6.3% |
| 6M | +23.0% | +14.3% | +8.8% | +24.6% |
| YTD | +16.6% | +36.9% | -20.2% | +16.9% |
| 1Y | +33.4% | +31.7% | +1.7% | +32.9% |
| All | +33.4% | +32.2% | +1.3% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded USFD 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling