-11.4%
APTV vs USFD
+329.0%
-340.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.4% | +3.2% |
| 7D | +4.8% | -3.0% | +7.8% | +6.5% |
| 30D | +2.0% | +3.5% | -1.5% | -0.1% |
| 3M | -34.2% | +26.6% | -60.8% | -42.5% |
| 6M | -34.7% | +11.7% | -46.4% | -39.1% |
| YTD | -37.0% | +38.1% | -75.1% | -48.2% |
| 1Y | -40.4% | +33.4% | -73.8% | -50.2% |
| 3Y | -54.1% | +155.8% | -209.9% | -73.5% |
| 5Y | -68.0% | +214.0% | -282.1% | -83.5% |
| 10Y | -15.5% | +320.4% | -335.9% | -68.9% |
| All | -11.4% | +329.0% | -340.4% | -67.7% |
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