+101.8%
APA vs USFD
+49.2%
+52.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.5% | +1.7% |
| 7D | +8.5% | +1.7% | +6.9% | +8.8% |
| 30D | +2.8% | +10.2% | -7.4% | +4.5% |
| 3M | +21.7% | -1.5% | +23.2% | +22.6% |
| 6M | +32.6% | +27.3% | +5.3% | +38.5% |
| YTD | +103.7% | +44.0% | +59.7% | +108.0% |
| 1Y | +101.8% | +50.4% | +51.5% | +105.9% |
| All | +101.8% | +49.2% | +52.6% | +105.9% |
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