+844.5%
APH vs USFD
+370.5%
+474.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.8% | -6.5% | -8.5% |
| 7D | -12.7% | +3.9% | -16.6% | -14.0% |
| 30D | -19.2% | +10.7% | -29.9% | -21.9% |
| 3M | -16.7% | +6.3% | -23.0% | -18.7% |
| 6M | +5.1% | +16.2% | -11.1% | -0.6% |
| YTD | +6.6% | +41.9% | -35.3% | -5.6% |
| 1Y | +3.9% | +44.2% | -40.3% | -8.5% |
| 3Y | +246.0% | +159.8% | +86.2% | +155.1% |
| 5Y | +268.0% | +177.1% | +90.9% | +160.9% |
| All | +844.5% | +370.5% | +474.0% | +478.6% |
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