-4.5%
APA vs USFD
+329.0%
-333.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.0% |
| 7D | +0.5% | -3.0% | +3.6% | +2.2% |
| 30D | +23.4% | +3.5% | +19.9% | +21.0% |
| 3M | +12.7% | +26.6% | -13.9% | -1.6% |
| 6M | +39.4% | +11.7% | +27.7% | +29.0% |
| YTD | +79.0% | +38.1% | +40.8% | +44.5% |
| 1Y | +88.8% | +33.4% | +55.4% | +54.1% |
| 3Y | +6.4% | +155.8% | -149.5% | -42.0% |
| 5Y | +153.0% | +214.0% | -61.1% | +16.3% |
| 10Y | +7.5% | +320.4% | -312.8% | -56.7% |
| All | -4.5% | +329.0% | -333.5% | -61.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling