+5.8%
APA vs USFD
+156.9%
-151.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.1% |
| 7D | +0.5% | -3.0% | +3.6% | +1.1% |
| 30D | +23.4% | +3.5% | +19.9% | +22.5% |
| 3M | +12.7% | +26.6% | -13.9% | +7.3% |
| 6M | +39.4% | +11.7% | +27.7% | +36.1% |
| YTD | +79.0% | +38.1% | +40.8% | +61.4% |
| 1Y | +88.8% | +33.4% | +55.4% | +71.8% |
| All | +5.8% | +156.9% | -151.1% | -27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling