+12.8%
APD vs USFD
+184.3%
-171.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.8% | -0.1% | -2.1% |
| 7D | -0.7% | +3.9% | -4.6% | -1.9% |
| 30D | +10.1% | +10.7% | -0.6% | +6.9% |
| 3M | +4.9% | +6.3% | -1.4% | +2.7% |
| 6M | +2.5% | +16.2% | -13.8% | -2.6% |
| YTD | +27.8% | +41.9% | -14.1% | +13.2% |
| 1Y | +32.9% | +44.2% | -11.3% | +16.7% |
| 3Y | +13.4% | +159.8% | -146.4% | -19.1% |
| 5Y | +12.8% | +177.1% | -164.3% | -25.3% |
| All | +12.8% | +184.3% | -171.4% | -25.3% |
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