+316.8%
APP vs USFD
+180.5%
+136.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +8.5% | +2.2% | +6.1% |
| 7D | +4.5% | +7.8% | -3.3% | +0.2% |
| 30D | -3.6% | +16.2% | -19.8% | -11.3% |
| 3M | -35.3% | +11.0% | -46.2% | -40.0% |
| 6M | -42.8% | +20.7% | -63.5% | -50.3% |
| YTD | -59.7% | +46.0% | -105.6% | -70.9% |
| 1Y | -55.4% | +49.8% | -105.1% | -68.6% |
| 3Y | +592.0% | +167.3% | +424.7% | +234.3% |
| 5Y | +175.7% | +197.2% | -21.4% | +17.4% |
| All | +316.8% | +180.5% | +136.3% | +78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling