+1,399.1%
AAPL vs USFD
+339.9%
+1,059.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | -0.7% | +3.0% | -3.6% | -1.3% |
| 30D | +1.7% | +11.1% | -9.4% | -0.7% |
| 3M | +9.7% | -0.3% | +10.0% | +9.5% |
| 6M | +19.3% | +15.9% | +3.4% | +14.8% |
| YTD | +26.3% | +41.6% | -15.3% | +15.1% |
| 1Y | +27.4% | +49.4% | -22.0% | +14.5% |
| 3Y | +93.6% | +157.8% | -64.2% | +52.7% |
| 5Y | +131.7% | +176.6% | -44.9% | +77.1% |
| 10Y | +1,268.5% | +375.4% | +893.1% | +830.9% |
| All | +1,399.1% | +339.9% | +1,059.2% | +917.3% |
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