+1,046.0%
APH vs YUM
+179.6%
+866.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.6% |
| 7D | +1.6% | -3.6% | +5.2% | +3.4% |
| 30D | -3.0% | +0.4% | -3.4% | -3.5% |
| 3M | +5.7% | -3.8% | +9.5% | +6.8% |
| 6M | +20.0% | -8.3% | +28.3% | +24.1% |
| YTD | +20.8% | -2.6% | +23.4% | +21.2% |
| 1Y | +40.2% | +1.5% | +38.7% | +36.4% |
| 3Y | +288.1% | +21.6% | +266.5% | +232.9% |
| 5Y | +352.5% | +23.5% | +329.0% | +282.6% |
| All | +1,046.0% | +179.6% | +866.4% | +571.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling