+84.0%
APLD vs USFD
+34.2%
+49.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +1.9% |
| 7D | +4.1% | -3.0% | +7.1% | +4.9% |
| 30D | -11.7% | +3.5% | -15.3% | -12.7% |
| 3M | -40.3% | +26.6% | -66.8% | -49.1% |
| 6M | -8.0% | +11.7% | -19.7% | -13.8% |
| YTD | +7.5% | +38.1% | -30.6% | -11.1% |
| 1Y | +84.0% | +33.4% | +50.6% | +41.7% |
| All | +84.0% | +34.2% | +49.8% | +41.7% |
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 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