-26.3%
APH vs USFD
+34.2%
-60.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -0.8% | -47.0% | -47.6% |
| 7D | -48.7% | -3.5% | -45.2% | -48.2% |
| 30D | -51.9% | +3.5% | -55.5% | -52.2% |
| 3M | -43.6% | +26.6% | -70.1% | -47.5% |
| 6M | -37.5% | +11.7% | -49.2% | -39.6% |
| YTD | -38.6% | +38.1% | -76.8% | -45.2% |
| 1Y | -26.3% | +33.4% | -59.7% | -35.7% |
| All | -26.3% | +34.2% | -60.6% | -35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling