+500.0%
APP vs USFD
+172.2%
+327.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.2% | +10.0% | +9.9% |
| 7D | +71.2% | +3.0% | +68.3% | +67.6% |
| 30D | +39.1% | +11.1% | +28.0% | +30.6% |
| 3M | +16.5% | -0.3% | +16.8% | +15.5% |
| 6M | -16.6% | +15.9% | -32.4% | -26.1% |
| YTD | -41.9% | +41.6% | -83.6% | -57.7% |
| 1Y | -37.0% | +49.4% | -86.4% | -56.1% |
| 3Y | +892.4% | +157.8% | +734.6% | +386.9% |
| 5Y | +297.3% | +176.6% | +120.7% | +72.1% |
| All | +500.0% | +172.2% | +327.8% | +160.5% |
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