+1,326.9%
AAPL vs USFD
+375.5%
+951.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.1% |
| 7D | +1.8% | -0.2% | +1.9% | +1.8% |
| 30D | +4.3% | +12.3% | -8.0% | +1.6% |
| 3M | +16.6% | -0.7% | +17.3% | +16.6% |
| 6M | +21.6% | +31.3% | -9.7% | +13.8% |
| YTD | +31.2% | +45.7% | -14.5% | +18.8% |
| 1Y | +29.6% | +52.1% | -22.6% | +16.0% |
| 3Y | +93.1% | +158.2% | -65.1% | +52.2% |
| 5Y | +146.2% | +213.8% | -67.5% | +83.7% |
| 10Y | +1,326.9% | +367.0% | +959.9% | +869.4% |
| All | +1,326.9% | +375.5% | +951.4% | +869.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling