+431.5%
APLD vs YUM
+30.8%
+400.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.9% | -4.1% | -4.5% |
| 7D | -0.5% | -5.2% | +4.7% | +2.6% |
| 30D | -13.2% | -0.1% | -13.1% | -13.4% |
| 3M | -33.8% | -4.3% | -29.5% | -32.9% |
| 6M | -5.9% | -8.7% | +2.8% | -1.9% |
| YTD | +5.1% | -3.5% | +8.6% | +5.0% |
| 1Y | +51.8% | +0.5% | +51.4% | +43.9% |
| 3Y | +397.7% | +20.5% | +377.2% | +235.8% |
| All | +431.5% | +30.8% | +400.8% | +224.3% |
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 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