+333.0%
APP vs USFD
+215.8%
+117.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.4% |
| 7D | +0.9% | -3.0% | +3.9% | +2.7% |
| 30D | -23.3% | +3.5% | -26.8% | -25.9% |
| 3M | -42.6% | +26.6% | -69.2% | -51.9% |
| 6M | -33.6% | +11.7% | -45.3% | -40.2% |
| YTD | -52.4% | +38.1% | -90.6% | -65.5% |
| 1Y | -35.9% | +33.4% | -69.3% | -52.4% |
| 3Y | +642.2% | +155.8% | +486.4% | +239.1% |
| All | +333.0% | +215.8% | +117.1% | +70.4% |
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 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