+1,301.0%
AAPL vs USFD
+329.0%
+972.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.2% | -2.4% |
| 7D | +0.1% | -3.0% | +3.1% | +0.8% |
| 30D | +3.0% | +3.5% | -0.6% | +2.1% |
| 3M | +2.9% | +26.6% | -23.7% | -2.7% |
| 6M | +22.1% | +11.7% | +10.4% | +18.5% |
| YTD | +18.0% | +38.1% | -20.1% | +8.4% |
| 1Y | +33.9% | +33.4% | +0.6% | +23.8% |
| 3Y | +71.2% | +155.8% | -84.6% | +35.3% |
| 5Y | +112.6% | +214.0% | -101.4% | +59.1% |
| 10Y | +1,198.8% | +320.4% | +878.4% | +794.9% |
| All | +1,301.0% | +329.0% | +972.0% | +857.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling