+1,156.1%
APH vs USFD
+329.0%
+827.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.0% |
| 7D | +5.0% | -3.0% | +8.0% | +5.9% |
| 30D | -3.9% | +3.5% | -7.4% | -5.0% |
| 3M | +13.0% | +26.6% | -13.6% | +4.7% |
| 6M | +25.2% | +11.7% | +13.4% | +20.3% |
| YTD | +22.9% | +38.1% | -15.2% | +10.5% |
| 1Y | +47.8% | +33.4% | +14.5% | +34.0% |
| 3Y | +283.0% | +155.8% | +127.2% | +185.5% |
| 5Y | +349.7% | +214.0% | +135.6% | +210.8% |
| 10Y | +1,061.2% | +320.4% | +740.9% | +626.3% |
| All | +1,156.1% | +329.0% | +827.0% | +686.6% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling