+528.8%
APP vs USFD
+180.5%
+348.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.1% | +1.7% | +3.2% |
| 7D | +79.2% | +3.9% | +75.2% | +74.7% |
| 30D | +48.0% | +12.8% | +35.2% | +37.9% |
| 3M | +18.2% | +1.0% | +17.3% | +16.4% |
| 6M | -12.5% | +30.3% | -42.8% | -27.5% |
| YTD | -39.2% | +46.0% | -85.1% | -56.3% |
| 1Y | -33.9% | +49.6% | -83.5% | -53.5% |
| 3Y | +933.3% | +166.3% | +767.0% | +398.5% |
| 5Y | +295.9% | +208.4% | +87.5% | +67.4% |
| All | +528.8% | +180.5% | +348.3% | +168.9% |
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 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