+930.0%
APH vs USFD
+359.9%
+570.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | +4.9% | +1.7% | +3.2% | +4.4% |
| 30D | -5.4% | +10.2% | -15.6% | -8.4% |
| 3M | -5.5% | -1.5% | -4.0% | -5.5% |
| 6M | +25.9% | +27.3% | -1.4% | +15.8% |
| YTD | +16.4% | +44.0% | -27.6% | +2.7% |
| 1Y | +16.5% | +50.4% | -33.9% | +1.5% |
| 3Y | +270.9% | +153.6% | +117.3% | +175.4% |
| 5Y | +289.5% | +219.0% | +70.5% | +166.3% |
| All | +930.0% | +359.9% | +570.1% | +534.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling