+69.8%
APA vs USFD
+188.3%
-118.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | -15.5% | +3.0% | -18.5% | -16.5% |
| 30D | +2.4% | +11.1% | -8.7% | -1.4% |
| 3M | +22.8% | -0.3% | +23.1% | +22.2% |
| 6M | +17.9% | +15.9% | +2.1% | +11.2% |
| YTD | +87.7% | +41.6% | +46.1% | +60.6% |
| 1Y | +94.2% | +49.4% | +44.8% | +61.9% |
| 3Y | +27.2% | +157.8% | -130.6% | -18.5% |
| All | +69.8% | +188.3% | -118.5% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling