-27.1%
APTV vs USFD
+339.9%
-367.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.4% |
| 7D | -10.2% | +3.0% | -13.2% | -11.5% |
| 30D | -10.8% | +11.1% | -21.9% | -15.5% |
| 3M | -14.8% | -0.3% | -14.5% | -14.8% |
| 6M | -30.6% | +15.9% | -46.4% | -36.5% |
| YTD | -48.2% | +41.6% | -89.8% | -58.0% |
| 1Y | -52.0% | +49.4% | -101.4% | -62.2% |
| 3Y | -47.0% | +157.8% | -204.9% | -69.5% |
| 5Y | -77.5% | +176.6% | -254.1% | -87.6% |
| 10Y | -27.0% | +375.4% | -402.3% | -73.6% |
| All | -27.1% | +339.9% | -367.0% | -73.8% |
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