-0.1%
APA vs USFD
+369.2%
-369.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -5.5% | +8.4% | -13.9% | -10.1% |
| 30D | -1.2% | +12.7% | -13.9% | -8.2% |
| 3M | +10.6% | +1.1% | +9.4% | +8.3% |
| 6M | +28.4% | +30.2% | -1.7% | +8.7% |
| YTD | +89.7% | +45.8% | +43.9% | +46.6% |
| 1Y | +90.6% | +51.9% | +38.7% | +43.2% |
| 3Y | +36.9% | +158.5% | -121.6% | -26.7% |
| 5Y | +83.2% | +208.0% | -124.8% | -15.9% |
| 10Y | -0.1% | +376.6% | -376.7% | -59.1% |
| All | -0.1% | +369.2% | -369.4% | -59.1% |
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