-0.9%
APA vs USFD
+368.6%
-369.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.2% | -1.8% |
| 7D | -8.7% | +3.9% | -12.7% | -11.2% |
| 30D | -2.4% | +12.8% | -15.2% | -9.4% |
| 3M | +19.0% | +1.0% | +18.0% | +16.6% |
| 6M | +26.8% | +30.3% | -3.5% | +7.2% |
| YTD | +87.3% | +46.0% | +41.4% | +44.7% |
| 1Y | +92.3% | +49.6% | +42.7% | +45.8% |
| 3Y | +37.3% | +166.3% | -129.0% | -27.7% |
| 5Y | +73.2% | +208.4% | -135.2% | -20.5% |
| 10Y | -0.9% | +371.2% | -372.1% | -59.6% |
| All | -0.9% | +368.6% | -369.5% | -59.6% |
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 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