+498.8%
APH vs USFD
+329.0%
+169.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -0.8% | -47.0% | -47.6% |
| 7D | -48.7% | -3.5% | -45.2% | -48.1% |
| 30D | -51.9% | +3.5% | -55.5% | -52.4% |
| 3M | -43.6% | +26.6% | -70.1% | -47.6% |
| 6M | -37.5% | +11.7% | -49.2% | -39.8% |
| YTD | -38.6% | +38.1% | -76.8% | -44.7% |
| 1Y | -26.3% | +33.4% | -59.7% | -33.1% |
| 3Y | +89.2% | +155.8% | -66.6% | +41.3% |
| 5Y | +119.8% | +214.0% | -94.2% | +52.2% |
| 10Y | +454.3% | +320.4% | +133.9% | +247.3% |
| All | +498.8% | +329.0% | +169.8% | +275.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling