+268.0%
APH vs USFD
+184.3%
+83.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.8% | -6.5% | -8.3% |
| 7D | -12.7% | +3.9% | -16.6% | -14.2% |
| 30D | -19.2% | +10.7% | -29.9% | -22.6% |
| 3M | -16.7% | +6.3% | -23.0% | -19.2% |
| 6M | +5.1% | +16.2% | -11.1% | -2.3% |
| YTD | +6.6% | +41.9% | -35.3% | -9.6% |
| 1Y | +3.9% | +44.2% | -40.3% | -12.6% |
| 3Y | +246.0% | +159.8% | +86.2% | +127.3% |
| 5Y | +268.0% | +177.1% | +90.9% | +123.5% |
| All | +268.0% | +184.3% | +83.7% | +123.5% |
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