+243.9%
APLD vs USFD
+201.4%
+42.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | -6.3% | +8.4% | -14.7% | -13.0% |
| 30D | -29.6% | +12.7% | -42.3% | -37.8% |
| 3M | -42.6% | +1.1% | -43.7% | -44.1% |
| 6M | -59.6% | +30.2% | -89.7% | -70.5% |
| YTD | -32.0% | +45.8% | -77.8% | -56.7% |
| 1Y | -46.9% | +51.9% | -98.9% | -67.6% |
| 3Y | +255.7% | +158.5% | +97.2% | +18.9% |
| All | +243.9% | +201.4% | +42.5% | -7.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling