-42.8%
APP vs USFD
+18.5%
-61.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +8.5% | +2.2% | +13.3% |
| 7D | +4.5% | +7.8% | -3.3% | +6.7% |
| 30D | -3.6% | +16.2% | -19.8% | +2.9% |
| 3M | -35.3% | +11.0% | -46.2% | -31.8% |
| 6M | -42.8% | +20.7% | -63.5% | -34.0% |
| All | -42.8% | +18.5% | -61.3% | -34.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling