-25.1%
APTV vs USFD
+368.6%
-393.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.1% | -1.9% | -0.4% |
| 7D | -9.8% | +3.9% | -13.7% | -11.5% |
| 30D | -8.9% | +12.8% | -21.7% | -14.5% |
| 3M | -19.5% | +1.0% | -20.4% | -20.0% |
| 6M | -31.1% | +30.3% | -61.4% | -40.7% |
| YTD | -47.5% | +46.0% | -93.5% | -58.2% |
| 1Y | -52.3% | +49.6% | -101.9% | -62.6% |
| 3Y | -45.2% | +166.3% | -211.4% | -69.0% |
| 5Y | -76.9% | +208.4% | -285.2% | -88.0% |
| 10Y | -25.1% | +371.2% | -396.3% | -72.1% |
| All | -25.1% | +368.6% | -393.7% | -72.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling