-50.0%
APLD vs USFD
+46.1%
-96.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.2% | +9.9% | +9.8% |
| 7D | -12.7% | +3.0% | -15.7% | -13.4% |
| 30D | -34.7% | +11.1% | -45.7% | -37.3% |
| 3M | -46.1% | -0.3% | -45.8% | -46.2% |
| 6M | -64.9% | +15.9% | -80.7% | -68.3% |
| YTD | -36.6% | +41.6% | -78.2% | -53.4% |
| 1Y | -50.0% | +49.4% | -99.4% | -65.0% |
| All | -50.0% | +46.1% | -96.1% | -65.0% |
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