+261.6%
APP vs USFD
+184.3%
+77.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -2.8% | +33.8% | +32.6% |
| 7D | +39.7% | +3.9% | +35.8% | +35.7% |
| 30D | +27.7% | +10.7% | +17.0% | +19.4% |
| 3M | -14.8% | +6.3% | -21.1% | -19.9% |
| 6M | -25.5% | +16.2% | -41.7% | -35.0% |
| YTD | -47.2% | +41.9% | -89.0% | -63.0% |
| 1Y | -42.3% | +44.2% | -86.5% | -60.4% |
| 3Y | +806.8% | +159.8% | +647.0% | +296.0% |
| 5Y | +261.6% | +177.1% | +84.5% | +30.0% |
| All | +261.6% | +184.3% | +77.4% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling