+95.5%
APA vs USFD
+51.3%
+44.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.6% |
| 7D | +5.1% | -0.2% | +5.2% | +5.0% |
| 30D | +0.3% | +12.3% | -12.0% | +2.4% |
| 3M | +15.6% | -0.7% | +16.3% | +16.6% |
| 6M | +28.9% | +31.3% | -2.4% | +35.6% |
| YTD | +96.6% | +45.7% | +50.8% | +103.4% |
| 1Y | +95.5% | +52.1% | +43.4% | +102.6% |
| All | +95.5% | +51.3% | +44.2% | +102.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling