+122.9%
APH vs USFD
+215.8%
-93.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -0.8% | -47.0% | -47.5% |
| 7D | -48.7% | -3.5% | -45.2% | -47.9% |
| 30D | -51.9% | +3.5% | -55.5% | -52.5% |
| 3M | -43.6% | +26.6% | -70.1% | -48.9% |
| 6M | -37.5% | +11.7% | -49.2% | -40.6% |
| YTD | -38.6% | +38.1% | -76.8% | -46.8% |
| 1Y | -26.3% | +33.4% | -59.7% | -35.5% |
| 3Y | +89.2% | +155.8% | -66.6% | +26.6% |
| All | +122.9% | +215.8% | -93.0% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling