+527.5%
APP vs USFD
+176.7%
+350.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.7% | +3.8% |
| 7D | +4.6% | +1.7% | +2.9% | +3.7% |
| 30D | +56.0% | +10.2% | +45.9% | +47.3% |
| 3M | +30.8% | -1.5% | +32.3% | +30.7% |
| 6M | -9.8% | +27.3% | -37.1% | -24.2% |
| YTD | -39.3% | +44.0% | -83.3% | -56.1% |
| 1Y | -26.4% | +50.4% | -76.8% | -48.6% |
| 3Y | +887.9% | +153.6% | +734.4% | +390.6% |
| 5Y | +264.1% | +219.0% | +45.1% | +54.8% |
| All | +527.5% | +176.7% | +350.7% | +170.3% |
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