+27.2%
APA vs USFD
+159.2%
-132.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | -15.5% | +3.0% | -18.5% | -15.9% |
| 30D | +2.4% | +11.1% | -8.7% | +0.6% |
| 3M | +22.8% | -0.3% | +23.1% | +22.8% |
| 6M | +17.9% | +15.9% | +2.1% | +14.6% |
| YTD | +87.7% | +41.6% | +46.1% | +68.3% |
| 1Y | +94.2% | +49.4% | +44.8% | +69.9% |
| 3Y | +27.2% | +157.8% | -130.6% | -20.2% |
| All | +27.2% | +159.2% | -132.0% | -20.2% |
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