+503.8%
APP vs USFD
+176.2%
+327.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.4% | -2.0% |
| 7D | +10.6% | +1.3% | +9.2% | +9.9% |
| 30D | +44.6% | +10.6% | +34.0% | +36.2% |
| 3M | +29.6% | -2.4% | +32.0% | +30.2% |
| 6M | -19.8% | +28.9% | -48.7% | -33.1% |
| YTD | -41.6% | +43.7% | -85.3% | -57.7% |
| 1Y | -32.7% | +48.5% | -81.2% | -52.5% |
| 3Y | +799.0% | +154.7% | +644.3% | +344.9% |
| 5Y | +250.4% | +218.4% | +32.0% | +49.1% |
| All | +503.8% | +176.2% | +327.6% | +160.3% |
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