+220.6%
APLD vs USFD
+192.6%
+28.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.2% | +9.9% | +9.9% |
| 7D | -12.7% | +3.0% | -15.7% | -16.0% |
| 30D | -34.7% | +11.1% | -45.7% | -41.7% |
| 3M | -46.1% | -0.3% | -45.8% | -47.0% |
| 6M | -64.9% | +15.9% | -80.7% | -71.3% |
| YTD | -36.6% | +41.6% | -78.2% | -58.6% |
| 1Y | -50.0% | +49.4% | -99.4% | -69.2% |
| 3Y | +190.1% | +157.8% | +32.3% | -3.8% |
| All | +220.6% | +192.6% | +28.0% | -11.4% |
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