+988.7%
APH vs USFD
+340.6%
+648.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.5% |
| 1Y | +3.9% | +44.2% | -40.3% | -8.4% |
| 3Y | +246.0% | +159.8% | +86.2% | +155.6% |
| 5Y | +268.0% | +177.1% | +90.9% | +161.6% |
| 10Y | +868.2% | +376.2% | +492.1% | +495.4% |
| All | +988.7% | +340.6% | +648.1% | +572.9% |
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