+1,059.7%
APH vs USFD
+321.9%
+737.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| 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% | +4.6% |
| 6M | +25.2% | +11.7% | +13.4% | +20.3% |
| YTD | +22.9% | +38.1% | -15.2% | +10.4% |
| 1Y | +47.8% | +33.4% | +14.5% | +33.9% |
| 3Y | +283.0% | +155.8% | +127.2% | +184.8% |
| 5Y | +349.7% | +214.0% | +135.6% | +209.8% |
| All | +1,059.7% | +321.9% | +737.8% | +616.5% |
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