+164.4%
APLD vs USFD
+159.7%
+4.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -2.8% | -11.9% | -13.0% |
| 7D | -27.0% | +3.9% | -30.9% | -29.3% |
| 30D | -44.1% | +10.7% | -54.8% | -48.4% |
| 3M | -52.6% | +6.3% | -58.9% | -55.2% |
| 6M | -64.5% | +16.2% | -80.7% | -69.8% |
| YTD | -42.2% | +41.9% | -84.1% | -59.6% |
| 1Y | -57.2% | +44.2% | -101.4% | -70.5% |
| All | +164.4% | +159.7% | +4.7% | +15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling