+857.2%
APO vs USFD
+369.7%
+487.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | +0.8% | +3.0% | -2.2% | -0.2% |
| 30D | +1.0% | +11.1% | -10.0% | -2.9% |
| 3M | -8.4% | -0.3% | -8.1% | -8.4% |
| 6M | -9.1% | +15.9% | -25.0% | -15.0% |
| YTD | -18.3% | +41.6% | -60.0% | -30.3% |
| 1Y | -8.0% | +49.4% | -57.4% | -23.2% |
| 3Y | +47.1% | +157.8% | -110.8% | 0.0% |
| 5Y | +67.2% | +176.6% | -109.5% | +9.1% |
| All | +857.2% | +369.7% | +487.5% | +428.2% |
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