+803.3%
APP vs USFD
+159.7%
+643.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -2.8% | +33.8% | +32.0% |
| 7D | +39.7% | +3.9% | +35.8% | +36.9% |
| 30D | +27.7% | +10.7% | +17.0% | +22.1% |
| 3M | -14.8% | +6.3% | -21.1% | -18.2% |
| 6M | -25.5% | +16.2% | -41.7% | -32.5% |
| YTD | -47.2% | +41.9% | -89.0% | -62.6% |
| 1Y | -42.3% | +44.2% | -86.5% | -60.1% |
| All | +803.3% | +159.7% | +643.7% | +220.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling