+85.4%
APA vs USFD
+207.9%
-122.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.6% |
| 7D | +5.1% | -0.2% | +5.2% | +5.1% |
| 30D | +0.3% | +12.3% | -12.0% | -3.7% |
| 3M | +15.6% | -0.7% | +16.3% | +15.3% |
| 6M | +28.9% | +31.3% | -2.4% | +16.5% |
| YTD | +96.6% | +45.7% | +50.8% | +66.7% |
| 1Y | +95.5% | +52.1% | +43.4% | +62.4% |
| 3Y | +41.8% | +158.2% | -116.4% | -8.9% |
| 5Y | +85.4% | +213.8% | -128.3% | +4.3% |
| All | +85.4% | +207.9% | -122.5% | +4.3% |
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