+520.8%
APP vs USFD
+180.0%
+340.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.4% |
| 7D | +48.9% | -0.2% | +49.1% | +48.6% |
| 30D | +49.4% | +12.3% | +37.1% | +39.6% |
| 3M | +27.0% | -0.7% | +27.7% | +26.3% |
| 6M | -15.4% | +31.3% | -46.7% | -30.2% |
| YTD | -39.9% | +45.7% | -85.6% | -56.8% |
| 1Y | -32.0% | +52.1% | -84.1% | -52.8% |
| 3Y | +824.3% | +158.2% | +666.1% | +354.1% |
| 5Y | +252.4% | +213.8% | +38.7% | +49.1% |
| All | +520.8% | +180.0% | +340.8% | +165.7% |
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