+3.9%
APH vs USFD
+46.0%
-42.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.8% | -6.5% | -8.9% |
| 7D | -12.7% | +3.9% | -16.6% | -13.1% |
| 30D | -19.2% | +10.7% | -29.9% | -20.8% |
| 3M | -16.7% | +6.3% | -23.0% | -17.7% |
| 6M | +5.1% | +16.2% | -11.1% | +0.3% |
| YTD | +6.6% | +41.9% | -35.3% | -9.0% |
| 1Y | +3.9% | +44.2% | -40.3% | -12.1% |
| All | +3.9% | +46.0% | -42.1% | -12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling