+951.3%
APH vs USFD
+368.6%
+582.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +3.1% | +5.1% | +7.3% |
| 7D | +1.1% | +3.9% | -2.8% | -0.3% |
| 30D | -7.5% | +12.8% | -20.3% | -11.1% |
| 3M | -4.4% | +1.0% | -5.4% | -5.2% |
| 6M | +26.5% | +30.3% | -3.8% | +15.6% |
| YTD | +20.0% | +46.0% | -25.9% | +5.6% |
| 1Y | +16.9% | +49.6% | -32.8% | +1.9% |
| 3Y | +288.5% | +166.3% | +122.2% | +184.5% |
| 5Y | +310.3% | +208.4% | +101.9% | +182.9% |
| 10Y | +951.3% | +371.2% | +580.1% | +538.6% |
| All | +951.3% | +368.6% | +582.7% | +538.6% |
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 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