+853.3%
APO vs USFD
+359.9%
+493.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.7% |
| 7D | +5.8% | +1.7% | +4.1% | +5.1% |
| 30D | +8.9% | +10.2% | -1.3% | +5.0% |
| 3M | -13.6% | -1.5% | -12.2% | -13.3% |
| 6M | -5.4% | +27.3% | -32.7% | -14.6% |
| YTD | -13.6% | +44.0% | -57.6% | -26.7% |
| 1Y | -2.5% | +50.4% | -52.8% | -18.9% |
| 3Y | +50.9% | +153.6% | -102.7% | +3.2% |
| 5Y | +81.4% | +219.0% | -137.6% | +12.9% |
| All | +853.3% | +359.9% | +493.4% | +400.2% |
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