-20.0%
APTV vs USFD
+322.5%
-342.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.7% | -4.1% |
| 7D | +2.0% | -3.3% | +5.3% | +3.8% |
| 30D | -7.7% | -5.3% | -2.4% | -5.1% |
| 3M | -34.0% | +18.8% | -52.8% | -40.2% |
| 6M | -37.1% | +14.3% | -51.4% | -42.1% |
| YTD | -39.9% | +36.9% | -76.8% | -50.4% |
| 1Y | -44.4% | +31.7% | -76.1% | -53.4% |
| 3Y | -54.5% | +164.5% | -219.0% | -74.3% |
| 5Y | -69.1% | +212.6% | -281.7% | -84.2% |
| 10Y | -20.0% | +329.7% | -349.7% | -71.5% |
| All | -20.0% | +322.5% | -342.5% | -71.5% |
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