+143.3%
AAPL vs USFD
+215.4%
-72.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +4.1% | +1.7% | +2.5% | +3.6% |
| 30D | +4.0% | +10.2% | -6.2% | +0.6% |
| 3M | +16.8% | -1.5% | +18.3% | +17.1% |
| 6M | +19.4% | +27.3% | -7.9% | +9.0% |
| YTD | +31.5% | +44.0% | -12.5% | +12.2% |
| 1Y | +31.0% | +50.4% | -19.4% | +9.5% |
| 3Y | +95.3% | +153.6% | -58.3% | +28.3% |
| All | +143.3% | +215.4% | -72.1% | +41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling