+1,030.6%
APH vs YUM
+177.1%
+853.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -0.9% |
| 7D | -2.2% | -5.2% | +3.0% | +0.3% |
| 30D | -4.0% | -0.1% | -3.9% | -4.3% |
| 3M | +7.7% | -4.3% | +12.0% | +9.1% |
| 6M | +17.8% | -8.7% | +26.5% | +22.1% |
| YTD | +19.2% | -3.5% | +22.7% | +20.1% |
| 1Y | +35.7% | +0.5% | +35.2% | +32.7% |
| 3Y | +282.9% | +20.5% | +262.4% | +229.8% |
| 5Y | +345.6% | +21.8% | +323.8% | +279.4% |
| All | +1,030.6% | +177.1% | +853.5% | +565.3% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded YUM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling