+11.2%
APD vs USFD
+156.9%
-145.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -2.2% | -3.0% | +0.8% | -1.5% |
| 30D | +2.1% | +3.5% | -1.4% | +1.2% |
| 3M | +7.2% | +26.6% | -19.4% | +1.0% |
| 6M | +11.2% | +11.7% | -0.5% | +7.9% |
| YTD | +24.4% | +38.1% | -13.7% | +13.0% |
| 1Y | +6.7% | +33.4% | -26.7% | -2.1% |
| All | +11.2% | +156.9% | -145.7% | -18.4% |
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