+883.4%
APH vs USFD
+369.7%
+513.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.2% | +4.3% | +4.2% |
| 7D | -5.9% | +3.0% | -8.9% | -7.0% |
| 30D | -14.8% | +11.1% | -25.9% | -17.8% |
| 3M | -12.4% | -0.3% | -12.1% | -12.8% |
| 6M | +8.1% | +15.9% | -7.8% | +2.2% |
| YTD | +10.9% | +41.6% | -30.7% | -1.6% |
| 1Y | +8.8% | +49.4% | -40.6% | -5.2% |
| 3Y | +262.1% | +157.8% | +104.2% | +167.5% |
| 5Y | +283.1% | +176.6% | +106.5% | +171.8% |
| All | +883.4% | +369.7% | +513.7% | +502.7% |
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 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